Abstract: A bistable Duffing oscillator subjected to additive and multiplicative Ornstein–Uhlenbeck (OU) colored excitations is examined. It is modeled through a set of four first-order stochastic differential equations by representing ...

Abstract: This paper investigates the influences of nonzero mean Poisson impulse amplitudes on the response statistics of dynamical systems. New correction terms of the extended Itô calculus, as a generalization of the Wong–Zakai ...

Abstract: Abstract. Stochastic analysis traditionally assumes excitations to be independent. However, correlations among excitations are prevalent in engineering systems and often disregarded for analytical simplicity. Such neglect ...