RANDOM ORDINARY DIFFERENTIAL EQUATIONS.
Abstract
Existence and uniqueness theorems are proved for solutions (in the mean) of the random differential equation x' = f(t,x,omega). This is accomplished by determining when a sample path solution is also a solution in the mean. The usual definition of mean stability is generalized to a more useful form. Theorems are developed which relate this general type stability to the stability of the 'average problem'. Finally theorems relating almost sure stability with the stability of the average problem are proved. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1968
- Accession Number
- AD0672207
Entities
People
- R. Edsinger
Organizations
- University of California, Berkeley