Gitterman, M. - In: Physica A: Statistical Mechanics and its Applications 352 (2005) 2, pp. 309-334
The first two moments of an underdamped harmonic oscillator were found for additive and multiplicative noises. A detailed analysis is performed of the case of a random damping which supplements the case of a random frequency which has received the most study. In both cases the second moments are...