A variational approach to stochastic nonlinear problems
From MaRDI portal
Publication:1093995
DOI10.1007/BF01010460zbMath0629.60069MaRDI QIDQ1093995
Publication date: 1986
Published in: Journal of Statistical Physics (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the linearization of nonlinear Langevin-type stochastic differential equations
- Approximate Gaussian representation of evolution equations. I: Single degree of freedom nonlinear equations
- Diffusion in a potential field: Path-integral approach
- Equivalent linearization for systems subjected to non-stationary random excitation
- Wiener-Hermite Expansion in Model Turbulence at Large Reynolds Numbers
- A Retrospective and Prospective Survey of the Monte Carlo Method
- Convergents to turbulence functions
- Some variational methods in the theory of turbulent diffusion