The eigenfunction expansion of the solution for the nohomogeneous Sturm- Liouville problem containing white noise

DOI10.1016/0022-247X(91)90223-MMaRDI QIDQ809476zbMATH OpenOpenAlexFDO

Authors Ning-Mao Xia

Publication date 1991

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247x(91)90223-m

zbMATH Keywords

eigenfunction expansionexistence and uniqueness theoremintegral representation for the solutionstochastic Sturm-Liouville problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Sturm-Liouville theory (34B24) Eigenfunctions, eigenfunction expansions, completeness of eigenfunctions of ordinary differential operators (34L10)

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Cites work

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• Linear random boundary value problems containing weakly correlated forcing functions
• Stochastic nonhomogeneous Sturm-Liouville problems
• The approach to normality of the solutions of random boundary and eigenvalue problems with weakly correlated coefficients
• The distribution function of the solution of the random eigenvalue problem for differential equations
• Two-point boundary value problems containing a finite number of random variables
• Upper bounds for the means of eigenvalues of random boundary value problems with weakly correlated coefficients

Cited in

(4)

• On a class of random Sturm-Liouville problems
• Existence conditions and variational approach for adapted solutions of the two-point boundary value problem of stochastic differential equations
• scientific article; zbMATH DE number 3949440 (Why is no real title available?)
• The random eigenvalue problem for a differential equation containing small white noise

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