Stochastic boundary value problems

DOI10.1016/0378-4754(84)90004-1zbMATH Open0544.60057OpenAlexW2057294770MaRDI QIDQ796898FDOQ796898

Authors: V. Lakshmikantham 

Publication date: 1984

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(84)90004-1

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zbMATH Keywords

stochastic boundary value problemmean boundary value problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Cites Work

• Random differential inequalities
• On the fundamental theory of nonlinear second order stochastic boundary value problems
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• Stochastic Analysis of a Compressible Gas Lubrication Slider Bearing Problem

Cited In (16)

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• On the method of sample upper and lower solutions for stochastic differential equations
• Stochastic anticipating boundary value problems
• Boundary-value stochastic problems and the path integrals
• A stochastic Stefan-type problem under first-order boundary conditions
• A stochastic two-point boundary value problem
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• Boundary value problems for linear stochastic differential equations
• Stochastic Equations with Boundary Noise
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• Sample solutions of stochastic boundary value problems^∗
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• The density function of the solution of a two-point boundary value problem containing small stochastic processes

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