ON A FIRST-ORDER STOCHASTIC DIFFERENTIAL EQUATION

[1] LINEAR STOCHASTIC OPERATORS [J]. REVIEWS OF MODERN PHYSICS, 1963, 35 (01) : 185 - &

[2] ASTROM KJ, 1962, TN18073 IBM NORD LAB

[3] BHARUCHAREID AT, 1964, STOCHASTIC PROCESSES, V16, P40

[4] MOMENTS OF OUTPUT OF LINEAR RANDOM SYSTEMS [J]. JOURNAL OF THE ACOUSTICAL SOCIETY OF AMERICA, 1962, 34 (08) : 1063 - &

[5] CAUGHEY, 1960, J MATH PHYS, V32, P1365

[6] BEHAVIOR OF LINEAR SYSTEMS WITH RANDOM PARAMETRIC EXCITATION [J]. JOURNAL OF MATHEMATICS AND PHYSICS, 1962, 41 (04): : 300 - +

[7] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[8] ELDERTON W, 1938, FREQUENCY CURVES COR

[9] THE PARABOLIC DIFFERENTIAL EQUATIONS AND THE ASSOCIATED SEMI-GROUPS OF TRANSFORMATIONS [J]. ANNALS OF MATHEMATICS, 1952, 55 (03) : 468 - 519

[10] DIFFUSION PROCESSES IN ONE DIMENSION [J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1954, 77 (JUL) : 1 - 31

[1] LINEAR STOCHASTIC OPERATORS [J]. REVIEWS OF MODERN PHYSICS, 1963, 35 (01) : 185 - &

[2] ASTROM KJ, 1962, TN18073 IBM NORD LAB

[3] BHARUCHAREID AT, 1964, STOCHASTIC PROCESSES, V16, P40

[4] MOMENTS OF OUTPUT OF LINEAR RANDOM SYSTEMS [J]. JOURNAL OF THE ACOUSTICAL SOCIETY OF AMERICA, 1962, 34 (08) : 1063 - &

[5] CAUGHEY, 1960, J MATH PHYS, V32, P1365

[6] BEHAVIOR OF LINEAR SYSTEMS WITH RANDOM PARAMETRIC EXCITATION [J]. JOURNAL OF MATHEMATICS AND PHYSICS, 1962, 41 (04): : 300 - +

[7] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[8] ELDERTON W, 1938, FREQUENCY CURVES COR

[9] THE PARABOLIC DIFFERENTIAL EQUATIONS AND THE ASSOCIATED SEMI-GROUPS OF TRANSFORMATIONS [J]. ANNALS OF MATHEMATICS, 1952, 55 (03) : 468 - 519

[10] DIFFUSION PROCESSES IN ONE DIMENSION [J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1954, 77 (JUL) : 1 - 31