Some additional remarks on the cumulant expansion for linear stochastic differential equations

DOI10.1016/0378-4371(84)90161-4zbMath0598.60062OpenAlexW2089054465MaRDI QIDQ1079872

Jos B. T. M. Roerdink

Publication date: 1984

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://dspace.library.uu.nl/handle/1874/24636

zbMATH Keywords

linear stochastic differential equationscumulant expansionsmulti-time averages

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

• Approximate solution methods for linear stochastic difference equations. II. Inhomogeneous equations, multi-time averages, biological application

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