Two-point boundary value problems containing a finite number of random variables

DOI10.1080/07362998308809006MaRDI QIDQ3662387zbMATH OpenOpenAlexFDO

Authors Ning-Mao Xia, Marian R. Barry, William E. Boyce

Publication date 1983

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362998308809006

zbMATH Keywords

random initial value problemrandom boundary value problemsdeterministic boundary value problem

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Cites work

• scientific article; zbMATH DE number 3544999 (Why is no real title available?)
• scientific article; zbMATH DE number 3059214 (Why is no real title available?)
• On the Probability Densities of the Output of Some Random Systems

Cited in

(3)

• Comparison theorem and error estimates of stochastic differential systems^∗
• The eigenfunction expansion of the solution for the nohomogeneous Sturm- Liouville problem containing white noise
• The distribution function of the solution of the random eigenvalue problem for differential equations

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