STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS.

Abstract

If some of the driving forces or coefficients which occur in the differential equation are replaced by random functions (i.e. stochastic processes) one has a random differential equation. Basic existence theorems are established for these based on the different interpretations which may then be attached to the notion of derivative, assumptions on the equations, and types of solutions. A new class of generalized stochastic function is introduced.

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1967
Accession Number
AD0662034

Entities

People

  • John L. Strand

Organizations

  • University of California, Berkeley

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Differential Equations
  • Equations
  • Mathematical Analysis
  • Mathematics
  • Partial Differential Equations
  • Real Variables
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis