scientific article; zbMATH DE number 2059176
The author considers the Cauchy problem \[ \frac{\partial u(t, x)}{\partial t} = \varepsilon_1(t) \frac{\partial u(t, x)}{\partial x} + \varepsilon_2(t) \frac{\partial^2 u(t, x)}{\partial x^2} + f(t, x); \tag{1} \] \[ u(t_0, x) = u_0, \tag{2} \] where \( \varepsilon_1: T \to {\mathbb R}, \) \( \varepsilon_2 : T \to {\mathbb R}; \) \( f: T \times {\mathbb R} \to {\mathbb R}, \) \( u_0: {\mathbb R} \to {\mathbb R} \) are stochastic processes, \( u_0 \) does not depend on the processes \( \varepsilon_1, \) \( \varepsilon_2, \) \( f; \) the processes \( \varepsilon_1, \) \( \varepsilon_2, \) \( f \) are defined by characteristic functionals. The author finds moment functions of solutions to the problem (1), (2) with the help of the recurrent sequence of differential equations with variational derivatives. See also Izv. Math. 66, No. 4, 771--788 (2002; Zbl 1037.35111).
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