Stochastic boundary value problems

DOI10.1016/0378-4754(84)90004-1MaRDI QIDQ796898zbMATHOpenAlexFDO

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

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)

Recommendations

• A stochastic two-point boundary value problem
• scientific article; zbMATH DE number 3967588
• Sample solutions of stochastic boundary value problems^∗
• scientific article; zbMATH DE number 4161797
• The density function of the solution of a two-point boundary value problem containing small stochastic processes

Cites work

• scientific article; zbMATH DE number 3820182 (Why is no real title available?)
• On the fundamental theory of nonlinear second order stochastic boundary value problems
• Random differential inequalities
• Stochastic Analysis of a Compressible Gas Lubrication Slider Bearing Problem

Cited in

(16)

• scientific article; zbMATH DE number 4088634 (Why is no real title available?)
• scientific article; zbMATH DE number 495719 (Why is no real title available?)
• scientific article; zbMATH DE number 3967588 (Why is no real title available?)
• scientific article; zbMATH DE number 3860121 (Why is no real title available?)
• scientific article; zbMATH DE number 3848340 (Why is no real title available?)
• A stochastic Stefan-type problem under first-order boundary conditions
• A stochastic two-point boundary value problem
• Boundary value problems for linear stochastic differential equations
• On the method of sample upper and lower solutions for stochastic differential equations
• scientific article; zbMATH DE number 3846555 (Why is no real title available?)
• scientific article; zbMATH DE number 1462613 (Why is no real title available?)
• Boundary-value stochastic problems and the path integrals
• Stochastic Equations with Boundary Noise
• The density function of the solution of a two-point boundary value problem containing small stochastic processes
• Sample solutions of stochastic boundary value problems^∗
• Stochastic anticipating boundary value problems

This page was built for publication: Stochastic boundary value problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q796898)