Moment functions for solving the Cauchy problem for the transport equation with diffusion and random coefficients.
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Publication:1432524
zbMath1048.35143MaRDI QIDQ1432524
Publication date: 15 June 2004
Published in: Doklady Mathematics (Search for Journal in Brave)
Cauchy problemrandom processexpectationsecond momentvariational derivativesinhomogeneous transport equation
Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for second-order parabolic equations (35K15)