Operator-theoretic solution of stochastic systems

AbstractA (stochastic) operator-theoretic approach leads to expresssions for inverses of linear and nonlinear stochastic operators—useful for the solution of linear or nonlinear stochastic differential equations. Operator equations are developed for inverses of linear or nonlinear stochastic operators. Series expressions are obtained which allow writing the solution y=F−1x of the operator equation Fy=x. Special cases are studied in which F may be linear or nonlinear, deterministic or stochastic in various combinations