Stochastic Green's formula and application to stochastic differential equations

DOI10.1016/0022-247X(77)90013-0MaRDI QIDQ1243519zbMATH OpenOpenAlexFDO

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

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

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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