A stochastic two-point boundary value problem (Q1858657)

From MaRDI portal





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)
    0 references
    0 references
    13 February 2003
    0 references
    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.
    0 references
    stochastic boundary-value problems
    0 references
    bifurcations
    0 references
    0 references

    Identifiers