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Filtration formulas for solutions of nonlinear equations with random right-hand sides

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Ukrainian Mathematical Journal Aims and scope

Abstract

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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Authors and Affiliations

  1. Kutaisi Technology University, Kutaisi

    G. A. Sokhadze

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  1. G. A. Sokhadze
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 5, pp. 586–596, May, 1994.

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Sokhadze, G.A. Filtration formulas for solutions of nonlinear equations with random right-hand sides. Ukr Math J 46, 625–637 (1994). https://doi.org/10.1007/BF01058524

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  • DOI: https://doi.org/10.1007/BF01058524

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