Accession Number:

AD0722387

Title:

Stationarity Theorems for Stochastic Differential Equations,

Descriptive Note:

Corporate Author:

GEORGIA UNIV ATHENS DEPT OF STATISTICS

Personal Author(s):

Report Date:

1970-01-01

Pagination or Media Count:

58.0

Abstract:

As part of a comprehensive study of ordinary and partial differential equations and the study of wave propagating in stochastic media ocean, this paper is devoted to a preliminary study of stochastic transformation theory and the conditions under which stationarity will exist in the solution process. The results state some necessary and sufficient conditions and show that the output will usually be nonstationary and hence, two point correlations will be required rather than spectral densities etc. Following papers develop the methods for the computation of the two point correlations of the solution process and the application to wave propagation in a random medium. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE