Calculation of Correlation Functions of Solutions of a Stochastic Ordinary Differential Equation

DOI10.1063/1.1665116zbMath0213.19403OpenAlexW1972992092WikidataQ115333966 ScholiaQ115333966MaRDI QIDQ5615118

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/10.1063/1.1665116

Mathematics Subject Classification ID

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

Related Items

Moments of Solutions of a Class of Stochastic Differential Equations, Application of a limit theorem to solutions of a stochastic differential equation

Cites Work

• PROPAGATION OF RANDOMLY PERTURBED FIELDS
• Stochastically perturbed fields, with applications to wave propagation in random media
• Application of the Smoothing Method to a Stochastic Ordinary Differential Equation
• Moments and Correlation Functions of Solutions of a Stochastic Differential Equation
• Elastic, Electromagnetic, and Other Waves in a Random Medium