Filtration formulas for solutions of nonlinear equations with random right-hand sides
Explicit filtration formulas are obtained for the solutions of nonlinear differential equations with random right-hand sides. In the case of a Gaussian random process, these formulas are simplified.
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| Datum: | 1994 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1994
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/5721 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | Explicit filtration formulas are obtained for the solutions of nonlinear differential equations with random right-hand sides. In the case of a Gaussian random process, these formulas are simplified. |
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