Geodesic
Evaluation of expectation of a functionals depending on the solution of~linear stochastic equations
Trudy Instituta matematiki, Tome 22 (2014) no. 1, pp. 107-114

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The method for evaluation of expectation of a functionals depending on the solution of linear stochastic differential equations is proposed. This method is based on evaluation of the eigenvalues of a three-diagonal matrix using the Sturm sequences. It is considered the application of this method to evaluation of characteristics of Ising systems with random effect in the form of a random white noise process. 
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     author = {V. B. Malyutin},
     title = {Evaluation of expectation of a functionals depending on the solution of~linear stochastic equations},
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     url = {http://geodesic.mathdoc.fr/item/TIMB_2014_22_1_a8/}
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V. B. Malyutin. Evaluation of expectation of a functionals depending on the solution of~linear stochastic equations. Trudy Instituta matematiki, Tome 22 (2014) no. 1, pp. 107-114. http://geodesic.mathdoc.fr/item/TIMB_2014_22_1_a8/