most citedTwo-time, response-excitation moment equations for a cubic half-oscillator under Gaussian and cubic-Gaussian colored excitation. Part 1: The monostable case

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math-ph2018

A systematic path to non-Markovian dynamics: New response pdf evolution equations under Gaussian coloured noise excitation

K. I. Mamis, G. A. Athanassoulis, Z. G. Kapelonis

Determining evolution equations governing the probability density function (pdf) of non-Markovian responses to random differential equations (RDEs) excited by coloured noise, is an…