Introducing randomness into first-order and second-order deterministic differential equations

DOI10.1155/2010/509326zbMath1209.60040WikidataQ58650078 ScholiaQ58650078MaRDI QIDQ606157

John F. Moxnes, Kjell Hausken

Publication date: 16 November 2010

Published in: Advances in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/227694

zbMATH Keywords

Ornstein-Uhlenbeck process; deterministic linear friction force; Liouville process; stochastic force

Mathematics Subject Classification ID

34F05: Ordinary differential equations and systems with randomness

35R60: PDEs with randomness, stochastic partial differential equations

60H99: Stochastic analysis

Related Items

Stochastic theories and deterministic differential equations

Cites Work

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