A CLOSURE METHOD FOR RANDOMLY PERTURBED LINEAR SYSTEMS

DOI10.1515/DEMA-2001-0219zbMath0985.60059OpenAlexW985041554MaRDI QIDQ2732359

Roman V. Bobryk, Łukasz Stettner

Publication date: 9 May 2002

Published in: Demonstratio Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dema-2001-0219

zbMATH Keywords

Cameron-Martin formulamoments of stochastic differential equationstrigonometric polynomial with respect to Wiener process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Asymptotic expansions of solutions to ordinary differential equations (34E05)

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