Application of the Smoothing Method to a Stochastic Ordinary Differential Equation

DOI10.1063/1.1665403zbMath0202.09902OpenAlexW2089507510WikidataQ115333928 ScholiaQ115333928MaRDI QIDQ5601066

James Mckenna, John A. Morrison

Publication date: 1970

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.1665403

Related Items (5)

Moments and Correlation Functions of Solutions of a Stochastic Differential Equation ⋮ Calculation of Correlation Functions of Solutions of a Stochastic Ordinary Differential Equation ⋮ Moments of Solutions of a Class of Stochastic Differential Equations ⋮ Application of a limit theorem to solutions of a stochastic differential equation ⋮ Solving linear stochastic differential equations

Cites Work

• On Stochastic Linear Systems
• PROPAGATION OF RANDOMLY PERTURBED FIELDS
• Stochastically perturbed fields, with applications to wave propagation in random media
• Moments and Correlation Functions of Solutions of a Stochastic Differential Equation
• Elastic, Electromagnetic, and Other Waves in a Random Medium

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