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Keywords: Ito-Taylor expansion
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Journal Articles
Journal:
Journal of Applied Mechanics
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...