The eigenfunction expansion of the solution for the nohomogeneous Sturm- Liouville problem containing white noise

DOI10.1016/0022-247X(91)90223-MzbMath0733.60083OpenAlexW2072430881MaRDI QIDQ809476

Ning-Mao Xia

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0022-247x(91)90223-m

zbMATH Keywords

eigenfunction expansionexistence and uniqueness theoremintegral representation for the solutionstochastic Sturm-Liouville problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sturm-Liouville theory (34B24) Eigenfunctions, eigenfunction expansions, completeness of eigenfunctions of ordinary differential operators (34L10) Ordinary differential equations and systems with randomness (34F05)

Related Items (1)

Existence conditions and variational approach for adapted solutions of the two-point boundary value problem of stochastic differential equations

Cites Work

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• Linear random boundary value problems containing weakly correlated forcing functions
• The distribution function of the solution of the random eigenvalue problem for differential equations
• Stochastic nonhomogeneous Sturm-Liouville problems
• Upper bounds for the means of eigenvalues of random boundary value problems with weakly correlated coefficients
• The approach to normality of the solutions of random boundary and eigenvalue problems with weakly correlated coefficients
• Two-point boundary value problems containing a finite number of random variables

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