On nonzero initial conditions in stochastic differential equations (Q801603)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On nonzero initial conditions in stochastic differential equations |
scientific article; zbMATH DE number 3879841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On nonzero initial conditions in stochastic differential equations |
scientific article; zbMATH DE number 3879841 |
Statements
On nonzero initial conditions in stochastic differential equations (English)
0 references
1984
0 references
The effect of nonzero initial conditions in the first author's solution of linear, or nonlinear, stochastic differential equations is demonstrated for an Nth-order equation in which the decomposition of the linear part into \(L+{\mathcal R}\) is made so as to simplify the Green's function.
0 references
nonzero initial conditions
0 references
Green's function
0 references
