On the Relationship Between the Solution of a Stochastic Boundary Value Problem and Parameters in the Boundary Conditions

DOI10.1137/0119021zbMATH Open0256.34066OpenAlexW2032978742MaRDI QIDQ5671007FDOQ5671007

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

Mathematics Subject Classification ID

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)

Cited In (1)

• Thermoelastic wave propagation in a random medium and some related problems

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