A stochastic two-point boundary value problem

DOI10.1214/EJP.V7-111MaRDI QIDQ1858657zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 13 February 2003

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/122630, http://www.emis.de/journals/EJP-ECP/EjpVol7/paper12.abs.html

zbMATH Keywords

bifurcationsstochastic boundary-value problems

Mathematics Subject Classification ID

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

Review text

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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