Moments and Correlation Functions of Solutions of a Stochastic Differential Equation

DOI10.1063/1.1665402zbMath0204.40604OpenAlexW2068388172WikidataQ115333931 ScholiaQ115333931MaRDI QIDQ5603975

James Mckenna, John A. Morrison

Publication date: 1970

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.1665402

Related Items (9)

Application of the Smoothing Method to a Stochastic Ordinary Differential Equation ⋮ A second-order Monte Carlo method for the solution of the Ito stochastic differential equation ⋮ Calculation of Correlation Functions of Solutions of a Stochastic Ordinary Differential Equation ⋮ Moments and Correlation Functions of Solutions of Some Stochastic Matrix Differential Equations ⋮ Moments of Solutions of a Class of Stochastic Differential Equations ⋮ Wave Propagation in Certain One-Dimensional Random Media ⋮ The long-distance propagation of shallow water waves over an ocean of random depth ⋮ Application of a limit theorem to solutions of a stochastic differential equation ⋮ Solving linear stochastic differential equations

Cites Work

• Electron Levels in a One-Dimensional Random Lattice
• Multiple scattering by a random stack of dielectric slabs
• Application of the Smoothing Method to a Stochastic Ordinary Differential Equation
• Elastic, Electromagnetic, and Other Waves in a Random Medium
• On a Class of Problems Related to the Random Division of an Interval

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