Moment functions for solutions of random boundary value problems (Q2746097)
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scientific article; zbMATH DE number 1655523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment functions for solutions of random boundary value problems |
scientific article; zbMATH DE number 1655523 |
Statements
27 February 2002
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boundary value problem
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weakly correlated
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stochastic influences
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0.93129843
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0.91731524
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0.91472286
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0.9133489
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0.90600085
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0.9059561
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Moment functions for solutions of random boundary value problems (English)
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Boundary value problems for a class of ordinary differential operators with random coefficients are investigated. The random influences are modelled by the class of weakly correlated processes. Asymptotic expansions for second-order moments of the solutions are presented. The results determined analytically are compared with Monte Carlo simulations.
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