Moment functions of the solution of the Cauchy problem for the stochastic heat equation

zbMath0961.35187MaRDI QIDQ1594310

V. G. Zadorozhnij

Publication date: 28 January 2001

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

Cauchy problemrandom processexpectationsecond moment function

Mathematics Subject Classification ID

Heat equation (35K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (1)

The Expectation of a Solution of a Linear System of Differential Equations with Random Coefficients

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