This monograph is revised and more comprehensive translation of my Russian monograph in 2 volumes [56, 57]. For reasons of usability, the material is divided into two practically independent volumes. Volume 1 gives the theory of stochastic equations (including ordinary differential equations, partial differential equations, boundary-value problems, and integral equations) in terms of the fu…
In recent time, the interest of both theoreticians and experimenters has been attracted to the relation between the behavior of average statistical characteristics of a problem solution and the behavior of the solution in certain happenings (realizations). This is especially important for geophysical problems related to the atmosphere and ocean where, generally speaking, a respective averagi…
This monograph set presents a consistent and self-contained framework of stochastic dynamic systems with maximal possible completeness. Volume 1 presents the basic concepts, exact results, and asymptotic approximations of the theory of stochastic equations on the basis of the developed functional approach. This approach offers a possibility of both obtaining exact solutions to stochastic proble…
This monograph set presents a consistent and self-contained framework of stochastic dynamic systems with maximal possible completeness. Volume 1 presents the basic concepts, exact results, and asymptotic approximations of the theory of stochastic equations on the basis of the developed functional approach. This approach offers a possibility of both obtaining exact solutions to stochastic proble…