On the relationship between the solution of a stochastic boundary value problem and parameters in the boundary conditions. (English) Zbl 0256.34066
MSC:
34F05 | Ordinary differential equations and systems with randomness |
34L99 | Ordinary differential operators |
93Exx | Stochastic systems and control |
60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |