A stochastic two-point boundary value problem (Q1858657)
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scientific article; zbMATH DE number 1868591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic two-point boundary value problem |
scientific article; zbMATH DE number 1868591 |
Statements
A stochastic two-point boundary value problem (English)
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13 February 2003
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Seven theorems are stated and proved which establish conditions implying existence, nonexistence, uniqueness, and bifurcation of solutions of the Stratonovich stochastic boundary value problem \[ {d^2U \over dt^2}= f(U)\dot W+g \left(U,{dU \over dt}\right), \quad U(0)= \xi,\;U(1)=\eta, \] where \(\dot W\) is white noise on \([0,1]\), \(\xi\) and \(\eta\) are random variables, and \(f\) and \(g\) are continuous real-valued functions.
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stochastic boundary-value problems
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bifurcations
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