On the Relationship Between the Solution of a Stochastic Boundary Value Problem and Parameters in the Boundary Conditions
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Publication:5671007
DOI10.1137/0119021zbMath0256.34066OpenAlexW2032978742MaRDI QIDQ5671007
William B. Day, William E. Boyce
Publication date: 1970
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0119021
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Ordinary differential operators (34L99) Stochastic systems and control (93Exx)
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