Characteristic functionals of randomly excited physical systems

DOI10.1016/0378-4371(84)90115-8zbMath0598.60087OpenAlexW2045951392MaRDI QIDQ1079880

Z. Kotulski, K. Sobczyk

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0378-4371(84)90115-8

zbMATH Keywords

stochastic differential equationsrandom harmonic oscillatorrandom heat conductionrandomly arriving impulses

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)

Related Items (1)

On the Markovian model of turbulent diffusion

Cites Work

• Infinite dimensional linear systems theory
• Linear systems and normality
• Distribution of the response of linear systems to poisson distributed random pulses
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