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Mean Values

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Stochastic World

Part of the book series: Mathematical Engineering ((MATHENGIN))

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Abstract

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.

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Correspondence to Sergey S. Stepanov .

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Stepanov, S.S. (2013). Mean Values. In: Stochastic World. Mathematical Engineering. Springer, Heidelberg. https://doi.org/10.1007/978-3-319-00071-8_3

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