Equations for the Characteristic Functional and Moments of the Stochastic Evolutions with an Application

DOI10.1137/0149018zbMath0669.60061OpenAlexW2013058296MaRDI QIDQ3822947

Z. Kotulski

Publication date: 1989

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0149018

zbMATH Keywords

characteristic functionalstochastic wave equationsstochastic multiplicative equation

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic processes (60G99) Stochastic analysis (60H99) Representations of solutions to partial differential equations (35C99) Measures, integration, derivative, holomorphy (all involving infinite-dimensional spaces) (46G99)

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Dynamically orthogonal field equations for continuous stochastic dynamical systems

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