On the Ito equation

DOI10.1016/0022-247X(82)90235-9zbMath0484.60054OpenAlexW2014596225MaRDI QIDQ1163787

S. Singh

Publication date: 1982

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(82)90235-9

zbMATH Keywords

Karhunen-Loeve expansionsrepresentation of a stochastic process in terms of white noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

Time evolution and fluctuations of the probability density and entropy function for a class of nonlinear stochastic systems in mathematical physics ⋮ A new approach to nonlinear partial differential equations ⋮ Stochastic Burgers' equation

Cites Work

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