Introducing randomness into first-order and second-order deterministic differential equations

DOI10.1155/2010/509326zbMath1209.60040OpenAlexW2036029717WikidataQ58650078 ScholiaQ58650078MaRDI QIDQ606157

John F. Moxnes, Kjell Hausken

Publication date: 16 November 2010

Published in: Advances in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/227694

zbMATH Keywords

Ornstein-Uhlenbeck processdeterministic linear friction forceLiouville processstochastic force

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic analysis (60H99)

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