Permission of the author is granted for reproduction in any form of this book or any part of this book, provided that there is appropriate attribution, for example, by a citation in the References section of a technical article, and provided that the reproduction is not made for the purpose of charging a fee to users (e.g., students in a class) beyond the cost of reproduction. However, plagiar…
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…