Stochastic Green's formula and application to stochastic differential equations

DOI10.1016/0022-247X(77)90013-0zbMATH Open0371.60073OpenAlexW2089491861MaRDI QIDQ1243519FDOQ1243519

Authors: G. Adomian, Leon H. Sibul 

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)

Cites Work

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

Cited In (7)

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

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