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Wong, Wing Shing

Carleman linearization and moment equations of nonlinear stochastic equations. (English) Zbl 0508.60053

Stochastics 9, 77-101 (1983).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0508.60053

Cited in 2 Documents

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)

Keywords:

moment equations; nonlinear Ito equations; Carleman linearization; perturbation theorem involving Ovcyannikov operators; evolution equation
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References:

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