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Day, William B.; Boyce, William E.

On the relationship between the solution of a stochastic boundary value problem and parameters in the boundary conditions. (English) Zbl 0256.34066

SIAM J. appl. Math. 19, 221-234 (1970).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0256.34066

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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)
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