white noise distribution assumption

Community: MathModDB

mathematical expression

Available identifiers

MaRDI QIDQ6775496

assumption regarding the distribution and expected value of the white noise

Defining Formula: $𝔼(\xi (x,t))=0,𝔼(\xi (x,t)\xi (x^{\prime },t^{\prime }))=\delta (x-x^{\prime })\delta (t-t^{\prime }),\mathrm{\forall }t,t^{\prime }\ge 0,\mathrm{\forall }x,x^{\prime }\in 𝕋$

$\delta$ represents Dirac delta distribution

$\xi$ represents white noise

$t$ represents time

Further items linking to white noise distribution assumption

Item	Property
mean-field SPDE model	assumes

This page was built for formula: white noise distribution assumption