Stochastic Green's formula and application to stochastic differential equations

DOI10.1016/0022-247X(77)90013-0zbMath0371.60073OpenAlexW2089491861MaRDI QIDQ1243519

Leon H. Sibul, G. Adomian

Publication date: 1977

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(77)90013-0

Mathematics Subject Classification ID

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

Related Items (7)

ON THE SOLUTION OF STOCHASTIC DIFFERENTIAL AND INTEGRAL EQUATIONS USING AN L_pCALCULUS AND A STOCHASTIC GREEN'S FORMULA ⋮ On the existence of solutions for linear and nonlinear stochastic operator equations ⋮ Stochastic differential operator equations with random initial conditions ⋮ The stochastic Riccati equation ⋮ Transient behaviour of semilinear stochastic systems with random parameters ⋮ Semilinear stochastic systems: Analysis with the method of the stochastic Green's function and application in mechanics ⋮ On the mathematical modelling of physical systems by ordinary differential stochastic equations

Cites Work

• Nonlinear stochastic differential equations
• Random Operator Equations in Mathematical Physics. I
• Linear Random Operator Equations in Mathematical Physics. II
• Linear Random Operator Equations in Mathematical Physics. III

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