Convergence d'une méthode de fermeture pour le calcul des moments d'une classe d'équations différentielles stochastiques. (Convergence of a closure method for the calculus of moments for a class of stochastic differential equations.)
DOI10.1007/BF02576529zbMath0623.65148MaRDI QIDQ1091791
Publication date: 1986
Published in: Calcolo (Search for Journal in Brave)
convergenceevolution equationsmoments equationbilinear stochastic system with colored multiplicative noisecalculus of momentsclosure technique
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Probabilistic methods, stochastic differential equations (65C99)
Cites Work
- Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments
- On the stochastic stability of linear systems containing colored multiplicative noise
- An equivalence result for moment stability criteria for parametric stochastic systems and ltd equations
- Unnamed Item
- Unnamed Item
This page was built for publication: Convergence d'une méthode de fermeture pour le calcul des moments d'une classe d'équations différentielles stochastiques. (Convergence of a closure method for the calculus of moments for a class of stochastic differential equations.)
