Linear and nonlinear stochastic differential equations with applications

Novel analytical nonperturbative techniques are developed in the area of nonlinear and linear stochastic differential equations and applications are considered to a variety of physical problems. First, a method is introduced for deriving first- and second-order moment equations for a general class...

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Bibliographic Details
Main Author: Stasiak, Wojciech Boguslaw
Other Authors: Engineering Science and Mechanics
Format: Others
Language:en
Published: Virginia Tech 2014
Subjects:
Online Access:http://hdl.handle.net/10919/38739
http://scholar.lib.vt.edu/theses/available/etd-07092010-020011/