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

DOI10.1093/QJMAM/HBAC020OpenAlexW4312219672MaRDI QIDQ6153545FDOQ6153545

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

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Mathematics Subject Classification ID

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

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