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Published in 2019 at "Applied Numerical Mathematics"
DOI: 10.1016/j.apnum.2018.12.001
Abstract: Abstract The stochastic exponential method is applied to solve the undamped linear stochastic oscillator driven by a multidimensional Wiener process. The proposed additive noise model is new since the disturbances are introduced in the equivalent…
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Keywords:
undamped harmonic;
oscillator;
harmonic oscillator;
oscillator driven ... See more keywords