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

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