Stochastic Differential Equations with Applications to Random Harmonic Oscillators and Wave Propagation in Random Media

DOI10.1137/0121032MaRDI QIDQ5630682zbMATH OpenOpenAlexFDO

Authors Joseph B. Keller, George Papanicolaou

Publication date 1971

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0121032

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Micromechanical theories (74A60) Inverse problems for waves in solid mechanics (74J25) Micromechanics of solids (74M25)

Cited in

(6)

• Asymptotic analysis of transport processes
• Nonlinear parametric oscillations in certain stochastic systems: A random van der Pol oscillator
• A unified view of bulk property theories for stochastic and periodic media
• The birth of random evolutions
• A Reciprocal Formulation of Nonexponential Radiative Transfer. 2: Monte Carlo Estimation and Diffusion Approximation
• Mean power transmission through a slab of random medium

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