2013 | OriginalPaper | Buchkapitel
Mean Values
verfasst von : Sergey S. Stepanov
Erschienen in: Stochastic World
Verlag: Springer International Publishing
The differential equation for the random function
x
(
t
) is only one of many possible languages to describe a stochastic process. In the situation when the system changes with time, the mean values also change and comply with certain differential equations. In fact, their solution is the most direct way of obtaining practically useful results.