A stochastic two-point boundary value problem (Q1858657)

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scientific article; zbMATH DE number 1868591
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    A stochastic two-point boundary value problem
    scientific article; zbMATH DE number 1868591

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      A stochastic two-point boundary value problem (English)
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      13 February 2003
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      Seven theorems are stated and proved which establish conditions implying existence, nonexistence, uniqueness, and bifurcation of solutions of the Stratonovich stochastic boundary value problem \[ {d^2U \over dt^2}= f(U)\dot W+g \left(U,{dU \over dt}\right), \quad U(0)= \xi,\;U(1)=\eta, \] where \(\dot W\) is white noise on \([0,1]\), \(\xi\) and \(\eta\) are random variables, and \(f\) and \(g\) are continuous real-valued functions.
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      stochastic boundary-value problems
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      bifurcations
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