Stochastic differential operator equations with random initial conditions

DOI10.1016/0022-247X(77)90156-1zbMath0407.60067MaRDI QIDQ1258136

K. Appert

Publication date: 1977

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Stochastic Differential EquationSecond Order Differential EquationStochastic Differential OperatorStochastic Green's FormulaStochastic Green's Function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Related Items

ON THE SOLUTION OF STOCHASTIC DIFFERENTIAL AND INTEGRAL EQUATIONS USING AN L_pCALCULUS AND A STOCHASTIC GREEN'S FORMULA, Multimodal dynamics of nonhomogeneous absorbing Markov chains evolving at stochastic transition rates, On the control of stochastic systems, On the existence of solutions for linear and nonlinear stochastic operator equations, The stochastic Riccati equation

Cites Work

• Random differential equations in science and engineering
• Nonlinear stochastic differential equations
• Stochastic Green's formula and application to stochastic differential equations
• Random Operator Equations in Mathematical Physics. I
• A stochastic integral equation in Hilbert space with a discrete version and application to stochastic systems
• Unnamed Item
• Unnamed Item
• Unnamed Item