Nonlinear Phenomena in Complex Systems, 2005, Vol.8, No.1, pp.102-105

NONLINEAR PHENOMENA IN COMPLEX SYSTEMS
An Interdisciplinary Journal

2005, Vol.8, No.1, pp.102-105

Method of Functional Integrals Calculation with Respect to a Measure Generated by Solution of One Stochastic Differential Equation.
A.V. Zherelo

The method for calculation of mathematical expectation of nonlinear functionals given as functional integrals with respect to measures generated by the solution of one stochastic differential equation has been proposed. Its applicability has been demonstrated by some explicit examples.
Key words: stochastic processes, stochastic equation, functional integral

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