Direct computation of nth-order correlations of the solution of a non-linear stochastic equation

DOI10.1093/QJMAM/HBAC020MaRDI QIDQ6153545zbMATH OpenOpenAlexFDO

Authors Abdelkader Saïdi, Jan Dušek

Publication date 14 February 2024

Published in The Quarterly Journal of Mechanics and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/qjmam/hbac020

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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