Solving initial and two-point boundary value linear random differential equations: a mean square approach

DOI10.1016/j.amc.2012.08.066zbMath1298.34103OpenAlexW1999331945MaRDI QIDQ2250246

L. Villafuerte, Lucas Jodar, Juan-Carlos Cortés, M. D. Roselló

Publication date: 4 July 2014

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2012.08.066

zbMATH Keywords

\(p\)-mean stochastic calculusinitial and boundary linear random differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Linear ordinary differential equations and systems (34A30) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Linear boundary value problems for ordinary differential equations (34B05)

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Cites Work

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• Modeling the simple epidemic with deterministic differential equations and random initial conditions
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