Solving initial and two-point boundary value linear random differential equations: a mean square approach

DOI10.1016/j.amc.2012.08.066zbMath1298.34103MaRDI QIDQ2250246

M. D. Roselló, L. Villafuerte, Lucas Jodar, Juan-Carlos Cortés

Publication date: 4 July 2014

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2012.08.066

zbMATH Keywords

\(p\)-mean stochastic calculus; initial and boundary linear random differential equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34A12: Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations

34A30: Linear ordinary differential equations and systems

34F05: Ordinary differential equations and systems with randomness

60H05: Stochastic integrals

34B05: Linear boundary value problems for ordinary differential equations