Automated first and second order moment equations for a set of stochastic differential equations of type \({\mathbf A}\dot{\mathbf Z} + {\mathbf {BZ}} = {\mathbf C}(t)\)
type: Item
instance of: scholarly article
title: Automated first and second order moment equations for a set of stochastic differential equations of type \({\mathbf A}\dot{\mathbf Z} + {\mathbf {BZ}} = {\mathbf C}(t)\)
zbMATH Open document ID: 0842.60058
DOI: 10.1007/BF01585603
author: W. F. Curi
author: T. E. Unny
published in: Stochastic Hydrology and Hydraulics
publication date: 1996-08-01T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 833452
zbMATH Keywords: moment equations
zbMATH Keywords: state space
zbMATH Keywords: numerical integration
zbMATH Keywords: Gaussian white noises
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01585603
OpenAlex ID: W2039164361
description: scientific article; zbMATH DE number 833452