Stochastic differential operator equations with random initial conditions |
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| Authors: | G Adomian Thomas Lynch |
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| Affiliation: | Center for Applied Mathematics, University of Georgia, Athens, Georgia 30602 USA;Department of Mathematics, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139 USA |
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| Abstract: | The iterative solution of the stochastic differential operator equation is considered for the case of accompanying random, rather than zero, initial conditions. The mean solution and the correlation are determined. |
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