This article is cited in 5 papers

On finding moment functions for the solution of the Cauchy problem for the diffusion equation with random coefficients

V. G. Zadorozhniy

Voronezh State University

Abstract: We consider the Cauchy problem for the diffusion equation with one spatial variable. The coefficients and the initial data are random processes. Formulae for the first and second moment functions are derived for the solution of the problem.

UDC: 517.972

MSC: 35Q30, 46G10, 47A10, 58F30, 60H10

Received: 09.01.2001

DOI: 10.4213/im396

 English version: Izvestiya: Mathematics, 2002, 66:4, 771–788

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