Show that if the initial condition (C) of the linear stochastic differential equation introduced in the text

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Show that if the initial condition $C$ of the linear stochastic differential equation introduced in the text has a Gaussian distribution, so does the solution of the stochastic differential equation.

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Modern Classical Mechanics

ISBN: 9781108834971

1st Edition

Authors: T. M. Helliwell, V. V. Sahakian

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Question Posted: Mar 21, 2024 12:01 AM

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Show that if the initial condition (C) of the linear stochastic differential equation introduced in the text

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Modern Classical Mechanics

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