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Keywords: Ito-Taylor expansion
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Journal Articles
Publisher: ASME
Article Type: Technical Papers
J. Appl. Mech. September 2007, 74(5): 885–897.
Published Online: November 3, 2006
.... Girsanov transformation Ito-Taylor expansion multiple stochastic integrals Monte Carlo simulation Wiener processes nonlinear oscillators As mentioned earlier, present study restricts itself to the derivation of the GLM in the context of nonlinear (mechanical) oscillators while keeping...