Solving initial and two-point boundary value linear random differential equations: a mean square approach
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Publication:2250246
Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Linear ordinary differential equations and systems (34A30) Linear boundary value problems for ordinary differential equations (34B05) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Cites work
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- Mean square power series solution of random linear differential equations
- Modeling the simple epidemic with deterministic differential equations and random initial conditions
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