scientific article; zbMATH DE number 3919481

MaRDI QIDQ3694396zbMATH OpenFDO

Authors Ning-Mao Xia

Publication date 1985

zbMATH Keywords

numerical proceduressmall white noisestochastic two-point boundary-value problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Probabilistic methods, stochastic differential equations (65C99)

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• A stochastic two-point boundary value problem
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• The density function of the solution of a two-point boundary value problem containing small stochastic processes
• Homotopy continuation methods for stochastic two-point boundary value problems driven by additive noises
• The eigenfunction expansion of the solution for the nohomogeneous Sturm- Liouville problem containing white noise

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