Characteristic functionals of randomly excited physical systems

DOI10.1016/0378-4371(84)90115-8MaRDI QIDQ1079880zbMATH OpenOpenAlexFDO

Authors Z. Kotulski, K. Sobczyk

Publication date 1984

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-4371(84)90115-8

zbMATH Keywords

stochastic differential equationsrandom harmonic oscillatorrandom heat conductionrandomly arriving impulses

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• scientific article; zbMATH DE number 3374709 (Why is no real title available?)
• scientific article; zbMATH DE number 3078307 (Why is no real title available?)
• Distribution of the response of linear systems to poisson distributed random pulses
• Infinite dimensional linear systems theory
• Linear systems and normality

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(6)

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• Characteristic functional for one class of non-Gaussian random functions
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• On the Markovian model of turbulent diffusion
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