Equivalent linearization for systems dri
✍
M. Grigoriu
📂
Article
📅
2000
🏛
Elsevier Science
🌐
English
⚖ 139 KB
The equivalent linearization method is extended to the case of nonlinear systems driven by Le ´vy white noise. The classical objective function used for the determination of the equivalent linear system cannot be applied because the Le ´vy process generating the Le ´vy white noise has no variance an