Moment equations for stochastic distributed-parameter processes

Moment equations are derived for a general class of distributed-parameter dynamic processes corrupted by white in time distributed disturbances. An integrodifferential equation for the expected value of an arbitrary functional of the process is first derived simply by using the whiteness property of the stochastic disturbance. In this way there is no need to utilise the forward Kolmogorov´s equation, which at present is not available for distributed-parameter processes. The moment equations are then derived as special cases of this functional integrodifferential equation.