Asymptotic approximation of the solution of a random boundary value problem containing small white noise

DOI10.1006/JMAA.1993.1347zbMath0787.60069OpenAlexW1975408131MaRDI QIDQ1312742

Ning-Mao Xia

Publication date: 19 May 1994

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1993.1347

zbMATH Keywords

random boundary value problemcomposition of flowsstructure of the solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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