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Fundamentalnaya i Prikladnaya Matematika, 2001, Volume 7, Issue 2, Pages 351–371 (Mi fpm578)  

This article is cited in 2 scientific papers (total in 2 papers)

The moment functions for the solution of the heat equation with stochastic coefficients

V. G. Zadorozhniy

Voronezh State University
Full-text PDF (715 kB) Citations (2)
Abstract: The formulae of the mean value and the second moment function are obtained for the heat differential equation with stochastic coefficient at the higher derivative, stochastic initial condition and stochastic exterior perturbation. The formulae do not contain the continual integral and hold even for dependent stochastic processes. The expression for the mean value of the solution generalizes the well-known Poisson formula for the solution of the heat differential equation.
Received: 01.12.1997
Bibliographic databases:
UDC: 517.95
Language: Russian
Citation: V. G. Zadorozhniy, “The moment functions for the solution of the heat equation with stochastic coefficients”, Fundam. Prikl. Mat., 7:2 (2001), 351–371
Citation in format AMSBIB
\Bibitem{Zad01}
\by V.~G.~Zadorozhniy
\paper The~moment functions for the~solution of the~heat equation with stochastic coefficients
\jour Fundam. Prikl. Mat.
\yr 2001
\vol 7
\issue 2
\pages 351--371
\mathnet{http://mi.mathnet.ru/fpm578}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1866462}
\zmath{https://zbmath.org/?q=an:1049.35084}
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  • https://www.mathnet.ru/eng/fpm/v7/i2/p351
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Фундаментальная и прикладная математика
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