Symmetrized solutions for nonlinear stochastic differential equations
Open Access
- 30 August 1980
- journal article
- research article
- Published by Wiley in International Journal of Mathematics and Mathematical Sciences
- Vol. 4 (3) , 529-542
- https://doi.org/10.1155/s0161171281000380
Abstract
Solutions of nonlinear stochastic differential equations in series form can be put into convenient symmetrized forms which are easily calculable. This paper investigates such forms for polynomial nonlinearities, i.e., equations of the form Ly + ym = x where x is a stochastic process and L is a linear stochastic operator.Keywords
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