Stochastic Equations and Their Applications

DOI10.2307/2319609MaRDI QIDQ4048320zbMATH OpenOpenAlexFDO

Authors George Papanicolaou

Publication date 1973

Published in The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2319609

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Cited in

(7)

• The stochastic harmonic oscillator with linear damping
• Random perturbations effects on the stability of tension leg platforms in offshore engineering and of other large structures
• Asymptotic analysis of the mathematical expectation of the total energy of a harmonic oscillator under random pulse perturbation
• The birth of random evolutions
• Numerical treatment of a boundary-value problem for a certain singular parabolic partial differential equation
• The stochastic harmonic oscillator with finite correlation times
• A novel stochastic method for the solution of direct and inverse exterior elliptic problems

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