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
Hauptverfasser: Sokhadze, G. A., Сохадзе, Г. А.
Format: Artikel
Sprache:Russisch
Englisch
Veröffentlicht: Institute of Mathematics, NAS of Ukraine 1994
Online Zugang:https://umj.imath.kiev.ua/index.php/umj/article/view/5721
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Назва журналу:Ukrains’kyi Matematychnyi Zhurnal
Завантажити файл: Pdf

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Ukrains’kyi Matematychnyi Zhurnal
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author Sokhadze, G. A.
Сохадзе, Г. А.
Сохадзе, Г. А.
author_facet Sokhadze, G. A.
Сохадзе, Г. А.
Сохадзе, Г. А.
author_sort Sokhadze, G. A.
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datestamp_date 2020-03-19T09:16:22Z
description 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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spelling umjimathkievua-article-57212020-03-19T09:16:22Z Filtration formulas for solutions of nonlinear equations with random right-hand sides Формулы фильтрации решений нелинейных уравнений со случайной правой частью Sokhadze, G. A. Сохадзе, Г. А. Сохадзе, Г. А. 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. Одержані явні формули фільтрації розв’язків нелінійних диференціальних рівнянь з випадко­вою правою частиною. Формули спрощуються, якщо випадковий процес є гауссівським. Institute of Mathematics, NAS of Ukraine 1994-05-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5721 Ukrains’kyi Matematychnyi Zhurnal; Vol. 46 No. 5 (1994); 586–596 Український математичний журнал; Том 46 № 5 (1994); 586–596 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5721/8127 https://umj.imath.kiev.ua/index.php/umj/article/view/5721/8128 Copyright (c) 1994 Sokhadze G. A.
spellingShingle Sokhadze, G. A.
Сохадзе, Г. А.
Сохадзе, Г. А.
Filtration formulas for solutions of nonlinear equations with random right-hand sides
title Filtration formulas for solutions of nonlinear equations with random right-hand sides
title_alt Формулы фильтрации решений нелинейных уравнений со случайной правой частью
title_full Filtration formulas for solutions of nonlinear equations with random right-hand sides
title_fullStr Filtration formulas for solutions of nonlinear equations with random right-hand sides
title_full_unstemmed Filtration formulas for solutions of nonlinear equations with random right-hand sides
title_short Filtration formulas for solutions of nonlinear equations with random right-hand sides
title_sort filtration formulas for solutions of nonlinear equations with random right-hand sides
url https://umj.imath.kiev.ua/index.php/umj/article/view/5721
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