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Keywords: conditional derivative moments
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Journal Articles
Journal:
Journal of Applied Mechanics
Publisher: ASME
Article Type: Research Papers
J. Appl. Mech. January 2024, 91(1): 011005.
Paper No: JAM-23-1157
Published Online: August 25, 2023
.... Admitting the commutability of limitation and expectation, that is, the limitation of expectation equals the expectation of limitation, the drift and diffusion coefficients defined by Eqs. (6 a ) and (6 b ) are converted to conditional derivative moments, which can be readily evaluated by the mean...
Includes: Supplementary data