  We propose a scalable method for forward stochastic reachability analysis for
uncontrolled linear systems with affine disturbance. Our method uses Fourier
transforms to efficiently compute the forward stochastic reach probability
measure (density) and the forward stochastic reach set. This method is
applicable to systems with bounded or unbounded disturbance sets. We also
examine the convexity properties of the forward stochastic reach set and its
probability density. Motivated by the problem of a robot attempting to capture
a stochastically moving, non-adversarial target, we demonstrate our method on
two simple examples. Where traditional approaches provide approximations, our
method provides exact analytical expressions for the densities and probability
of capture.
