江汉大学学报（自然科学版）2015，Vol.43Issue(6)：505-512,8.DOI:10.16389/j.cnki.cn42-1737/n.2015.06.005
广义Wick-型随机迁移方程的一类显式解
A Class of Explicit Solutions of Generalized Wick-Type Stochastic Transport Equation
摘要
Abstract
In this paper ,we mainly solve the generalized Wick-type stochastic transport equation in the stochastic distributions spaces (S)-1 and discuss properties of the solutions. By the sum-type functional separation of variables ,the equation is reduced into a linear second-order stochastic ordinary differential equation(SODE),and then the SODE ,integrated twice in order ,converts to a stochastic Volterra equa-tion ,so that we obtain a class of explicit solutions in series and argue that the class of solutions are exis-tent ,unique and continuous.关键词
泛函分离变量法/随机迁移方程/线性二阶随机常微分方程/显式解Key words
functional separation of variable/stochastic transport equation/linear second-order stochas-tic ordinary differential equation/explicit solution分类
数理科学引用本文复制引用
陈彦,韦才敏..广义Wick-型随机迁移方程的一类显式解[J].江汉大学学报（自然科学版）,2015,43(6):505-512,8.基金项目
2014年汕头职业技术学院科研课题(SZK2014Y23) （SZK2014Y23）
