Application of the Smoothing Method to a Stochastic Ordinary Differential Equation

DOI10.1063/1.1665403MaRDI QIDQ5601066zbMATH OpenOpenAlexWikidataFDO

Authors James Mckenna, John A. Morrison

Publication date 1970

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.1665403

Cites work

• Elastic, Electromagnetic, and Other Waves in a Random Medium
• Moments and Correlation Functions of Solutions of a Stochastic Differential Equation
• On Stochastic Linear Systems
• PROPAGATION OF RANDOMLY PERTURBED FIELDS
• Stochastically perturbed fields, with applications to wave propagation in random media

Cited in

(5)

• Application of a limit theorem to solutions of a stochastic differential equation
• Solving linear stochastic differential equations
• Moments and Correlation Functions of Solutions of a Stochastic Differential Equation
• Calculation of Correlation Functions of Solutions of a Stochastic Ordinary Differential Equation
• Moments of Solutions of a Class of Stochastic Differential Equations

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