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What is Differential Stochastic Calculus?

  • M. Di Paola
Conference paper
Part of the CISM Courses and Lectures book series (CISM, volume 388)

Abstract

Some well known concepts of stochastic differential calculus of non linear systems corrupted by parametric normal white noise are here outlined. Ito and Stratonovich integrals concepts as well as Ito differential rule are discussed. Applications to the statistics of the response of some linear and non linear systems is also presented.

Keywords

White Noise Power Spectral Density Stochastic Differential Equation Moment Equation Earthquake Ground Motion 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Wien 1999

Authors and Affiliations

  • M. Di Paola
    • 1
  1. 1.University of PalermoPalermoItaly

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