Ia. Soloviev, STOCHASTIC WAVE-EQUATION SIMULATING THE BEHAVIOR OF RANDOM-VARIABLES WHOSE MEAN-VALUES OBEY A SYSTEM OF ORDINARY FIRST-ORDER DIFFERENTIAL-EQUATIONS, Theoretical and mathematical physics, 111(3), 1997, pp. 676-685
We suggest a theory of stochastic waves that describe the behavior of
the random vectors satisfying a set of ordinary first-order differenti
al equations. The equation for the stochastic waves is given for the c
ase where the mean values are described by a differential model. The r
elationship between this equation and the Liouville equation is consid
ered and analogue of the Ehrenfest theorem is proved. For the covarian
ce of a component of a random vector, we obtain an ordinary first-orde
r differential equation. Interpretation of Planck's constant is discus
sed. Conditions are formulated under which wave packets propagate with
increasing or decreasing covariance.