We investigate arbitrary stochastic partial differential equations subject to translation invariant and temporally white noise correlations from a nonperturbative framework. The method that we expose first casts the stochastic equations into a functional integral form, then it makes use of the Gauss
โฆ LIBER โฆ
Optimal Gaussian solutions of nonlinear stochastic partial differential equations
โ Scribed by H. M. Ito
- Publisher
- Springer
- Year
- 1984
- Tongue
- English
- Weight
- 635 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0022-4715
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