An averaging principle for stochastic dynamical systems with Lévy noise

Nonlinear Oscillations

Ali H. Nayfeh, Dean T. Mook, Phillip Holmes · Journal of Applied Mechanics · 1980 · 4.7K citations

Topics in the Theory of Random Noise

R.G. Medhurst · Electronics and Power · 1969 · 2.1K citations

Engineering, Discrete Probability, Entropy +5

A Limit Theorem for the Solutions of Differential Equations with Random Right-Hand Sides

R. Z. Khas’minskiĭ · Theory of Probability and Its Applications · 1966 · 589 citations

Stochastic averaging: An approximate method of solving random vibration problems

J. B. Roberts, Pol D. Spanos · International Journal of Non-Linear Mechanics · 1986 · 565 citations

Numerical Analysis, Engineering, Stochastic System +6

ASYMPTOTIC METHODS IN THE THEORY OF STOCHASTIC DIFFERENTIAL EQUATIONS

David Elworthy · Bulletin of the London Mathematical Society · 1992 · 413 citations

Engineering, Riemann-hilbert Problem, Isbn 0 +12