Gaussian reciprocal diffusions and their associated conservation laws

DOI10.1080/17442509408833957zbMath0851.60057OpenAlexW1990411376MaRDI QIDQ4885247

Jerry Coleman

Publication date: 15 July 1996

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833957

zbMATH Keywords

conservation lawsconditional momentscontinuum mechanicssecond order stochastic differential equationsGaussian reciprocal diffusionsreciprocal invariants

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Characterization of multivariate stationary Gaussian reciprocal diffusions

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