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

DOI10.1137/0149018zbMath0669.60061MaRDI 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 functional; stochastic wave equations; stochastic multiplicative equation

Mathematics Subject Classification ID

34F05: Ordinary differential equations and systems with randomness

60G99: Stochastic processes

60H99: Stochastic analysis

35C99: Representations of solutions to partial differential equations

46G99: Measures, integration, derivative, holomorphy (all involving infinite-dimensional spaces)

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