Moments of Solutions of a Class of Stochastic Differential Equations

DOI10.1063/1.1665512MaRDI QIDQ5644859zbMATH OpenOpenAlexFDO

Authors James Mckenna, John A. Morrison

Publication date 1971

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

Full work available at URL https://doi.org/10.1063/1.1665512

Mathematics Subject Classification ID

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

Cites work

• A Markovian Function of a Markov Chain
• Analytical design of controllers in stochastic systems with velocity-limited controlling action
• Application of the Smoothing Method to a Stochastic Ordinary Differential Equation
• Calculation of Correlation Functions of Solutions of a Stochastic Ordinary Differential Equation
• Moments and Correlation Functions of Solutions of a Stochastic Differential Equation

Cited in

(2)

• A second-order Monte Carlo method for the solution of the Ito stochastic differential equation
• Moments and Correlation Functions of Solutions of Some Stochastic Matrix Differential Equations

This page was built for publication: Moments of Solutions of a Class of Stochastic Differential Equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5644859)