Abstract
The aim of this chapter is to illustrate general methods to analyzing stochastic dynamic schemes. This chapter takes into account basic methods of determining statistical characteristics of solutions to the stochastic equations such as a linear stochastic equation. Averaging of such an equation with fluctuating parameters over an ensemble of realizations will not result generally in a closed equation for the corresponding average value. To obtain the closed equation, we must deal with an additional extended space whose dimension appears infinite in most cases. This approach permits to obtain for the average quantity of interest the linear equation containing variational derivatives. This chapter describes some special types of dynamic systems.
Sign-in/Register to access full text options 
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
