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Original Articles

On the generalized sample solutions of stochastic boundary value problems

Pages 237-248 | Published online: 22 Dec 2010

References

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  • Krasnoserski , M. A. and Pokrovski , A. V. 1978 . Natural solutions of stochastic differential equations . Soviet Math. Dokl , 19 ( 3 ) : 578 – 582 .
  • Sussmann , H. J. 1978 . On the gap between deterministic and stochastic ordinary differential equations . Ann.of.Prob , 6 ( 1 ) : 19 – 41 .
  • Huang , Z. , Xu , M. and Hu , Z. 1981 . “ On the generalized sample solutions of stochastic differential equations ” . In Wuhan Univ.J Edited by: Natural , Sci. Vol. 2 , 11 – 21 .
  • Keller , H. B. 1968 . Numerical Methods for Two-Point-Boundary-Value-Problems , Waltham, Mass : Blaisdell Publishing Co .
  • Wedig , W. 1977 . “ Stochastic boundary and eigenvalue problems, in ” . In Stochastic Problems in Dynamics , Edited by: Clarkson , B.L. 54 – 66 . London : Pitman .
  • Krasnoserski , M. A. and Pokrovski , A.V. 1970 . Vibrostability of solutions of differential equations Sower Math . Dokl , 11 ( 6 ) : 1510 – 1512 .

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