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.
On finding moment functions for the solution of the Cauchy problem for the diffusion equation with random coefficients
V G Zadorozhnii1
©, 2002 Russian Academy of Sciences, (DoM) and London Mathematical Society, Turpion Ltd
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Citation V G Zadorozhnii 2002 Izv. Math. 66 771
DOI 10.1070/IM2002v066n04ABEH000396
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