Accession Number:

AD0662034

Title:

STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS.

Descriptive Note:

Technical rept.,

Corporate Author:

CALIFORNIA UNIV BERKELEY DEPT OF MATHEMATICS

Personal Author(s):

Report Date:

1967-10-01

Pagination or Media Count:

110.0

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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE