STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS.

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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.

Author(s):
Strand, John L.
Author Organization(s):
CALIFORNIA UNIV BERKELEY DEPT OF MATHEMATICS
Descriptive Note:
Technical rept.,
Pagination:
0110

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Contract/Grant Number(s):
Nonr-222(88)
Project Number(s):
NR-041-255
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*STOCHASTIC PROCESSES, *DIFFERENTIAL EQUATIONS), THEOREMS, PROBABILITY, BANACH SPACE, FUNCTIONAL ANALYSIS, TOPOLOGY, LINEAR SYSTEMS, ITERATIONS, INTEGRAL TRANSFORMS
Field(s)/Group(s):
Statistics and Probability
Report Date:
1967 Oct 01