Solving linear stochastic differential equations
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Cites work
- A kinetic theory for power transfer in stochastic systems
- Application of the Smoothing Method to a Stochastic Ordinary Differential Equation
- Dynamics of Nonlinear Stochastic Systems
- scientific article; zbMATH DE number 3352594 (Why is no real title available?)
- Mean power transmission through a slab of random medium
- Moments and Correlation Functions of Solutions of a Stochastic Differential Equation
- Parastochastics
- Statistical Behavior of Linear Systems with Randomly Varying Parameters
- Stochastic Liouville Equations
- Stochastically perturbed fields, with applications to wave propagation in random media
- Wave Propagation in a One-Dimensional Random Medium
Cited in
(23)- A stochastic model for two interacting species
- Effective eigenstates in a dynamical disordered tight-binding model
- Stochastic dynamics with multiplicative dichotomic noise: heterogeneous telegrapher's equation, anomalous crossovers and resetting
- Stochastic processes driven by dichotomous Markov noise: Some exact dynamical results
- Lagrangian method for multiple correlations in passive scalar advection
- Multiplicative stochastic processes involving the time derivative of a Markov process
- Random advection of chemically reacting species
- Stability of two intercting species subject to stochastic parameter variation
- Heavy traffic queue with stochastic arrival and service rates
- Diffusion of information in a random environment
- The diffusion of scalar and vector fields by homogeneous stationary turbulence
- NOISE TRANSFORMATION IN NONLINEAR SYSTEM WITH INTENSITY DEPENDENT PHASE ROTATION
- Gaussian convergence for stochastic acceleration of \(\mathcal {N}\) particles in the dense spectrum limit
- Mean square stabilization of linear systems by mean zero noise
- A Markovian random coupling model for turbulence
- OPTIMAL PERTURBATION OF UNCERTAIN SYSTEMS
- Unmixing in random flows
- Two refreshing views of fluctuation theorems through kinematics elements and exponential martingale
- Non-Markovian stochastic processes: Colored noise
- Role of sub- and super-Poisson noise sources in population dynamics
- Effect of atmospheric turbulence on modulational instability in laser-pulse propagation
- Random Leslie matrices in population dynamics
- On the continuity of stochastic models for the Lagrangian velocity in turbulence
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