ABOUT SECOND MIXED MOMENT FUNCTIONS FOR SOLUTION OF DIFFUSION EQUATION WITH RANDOM COEFFICIENTS About second mixed moment functions for solution of diffusion equation with random coefficients

Published in Actual directions of scientific researches of the XXI century: theory and practice · Volume 2, Issue 4, p. 2 · Pages 83–86 · Rubric: Section: Differential and Integral Equations
DOI: https://doi.org/10.12737/5120
Received: 29.08.2014 Accepted: 03.10.2014 Published: 03.10.2014 Language of publication: RUS
Authors
Cauchy problem for two-dimensional differential equation of second order is considered. Coefficients of the equation are random processes, which don’t depend on random initial condition. We obtain formula for the second mixed moment function for the solution of considered problem in general case and in the case of independent random coefficients also.
diffusion equation, random process, moment function, variational derivative
Text References

Рассматривается задача Коши для линейного дифференциального уравнения второго порядка со случайными коэффициентами.

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