INVARIANT IMBEDDING AND GENERALIZED TRANSPORT THEORY; A BASIC STOCHASTIC FUNCTIONAL EQUATION
RAND CORP SANTA MONICA CA
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The aim of the present paper was to extend previous results and techniques so as to include an extensive category of transport processes involving both deterministic and stochastic interaction, general geometries, and the determina tion of characteristic functions and probabilities as well as fluxes, which is to say, expected values. Utilizing the principle of invariant imbedding, a basic stochastic functional equation was derived. From this equation appropriately specialized, can be obtained all the relations pertaining to fluxes contained in previous papers, and in addition corresponding relations for characteristic functions.
- Numerical Mathematics