Stochastic differential operator equations with random initial conditions

DOI10.1016/0022-247X(77)90156-1MaRDI QIDQ1258136zbMATH OpenFDO

Authors K. Appert

Publication date 1977

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

zbMATH Keywords

Stochastic Differential EquationSecond Order Differential EquationStochastic Differential OperatorStochastic Green's FormulaStochastic Green's Function

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3270102 (Why is no real title available?)
• scientific article; zbMATH DE number 3321704 (Why is no real title available?)
• scientific article; zbMATH DE number 3339860 (Why is no real title available?)
• A stochastic integral equation in Hilbert space with a discrete version and application to stochastic systems
• Nonlinear stochastic differential equations
• Random Operator Equations in Mathematical Physics. I
• Random differential equations in science and engineering
• Stochastic Green's formula and application to stochastic differential equations

Cited in

(5)

• The stochastic Riccati equation
• ON THE SOLUTION OF STOCHASTIC DIFFERENTIAL AND INTEGRAL EQUATIONS USING AN L_pCALCULUS AND A STOCHASTIC GREEN'S FORMULA
• On the control of stochastic systems
• On the existence of solutions for linear and nonlinear stochastic operator equations
• Multimodal dynamics of nonhomogeneous absorbing Markov chains evolving at stochastic transition rates

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