Two-point boundary value problems containing a finite number of random variables

DOI10.1080/07362998308809006zbMath0515.60063OpenAlexW2060588125MaRDI QIDQ3662387

Marian R. Barry, Ning-Mao Xia, William E. Boyce

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1080/07362998308809006

zbMATH Keywords

random initial value problemrandom boundary value problemsdeterministic boundary value problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (3)

The distribution function of the solution of the random eigenvalue problem for differential equations ⋮ Comparison theorem and error estimates of stochastic differential systems^∗ ⋮ The eigenfunction expansion of the solution for the nohomogeneous Sturm- Liouville problem containing white noise

Cites Work

• Unnamed Item
• Unnamed Item
• On the Probability Densities of the Output of Some Random Systems

This page was built for publication: Two-point boundary value problems containing a finite number of random variables