On nonzero initial conditions in stochastic differential equations (Q801603): Difference between revisions
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Revision as of 01:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On nonzero initial conditions in stochastic differential equations |
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On nonzero initial conditions in stochastic differential equations (English)
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1984
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The effect of nonzero initial conditions in the first author's solution of linear, or nonlinear, stochastic differential equations is demonstrated for an Nth-order equation in which the decomposition of the linear part into \(L+{\mathcal R}\) is made so as to simplify the Green's function.
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nonzero initial conditions
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Green's function
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