On nonzero initial conditions in stochastic differential equations (Q801603): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: G. Adomian / rank | |||
| Property / author | |||
| Property / author: Randolph C. Rach / rank | |||
Revision as of 09:24, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On nonzero initial conditions in stochastic differential equations |
scientific article |
Statements
On nonzero initial conditions in stochastic differential equations (English)
0 references
1984
0 references
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.
0 references
nonzero initial conditions
0 references
Green's function
0 references
