M. Richter, J. vom Scheidt, R. Wunderlich : Limit Theorems for Functionals of the Derivatives of Weakly Correlated Functions and Applications to Random Boundary Value Problems
- Author(s) :
- M. Richter, J. vom Scheidt, R. Wunderlich
- Title :
- Limit Theorems for Functionals of the Derivatives of Weakly Correlated Functions and Applications to Random Boundary Value Problems
- Electronic source:
-
application/pdf
- Preprint series
- Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 98-29, 1998
- Mathematics Subject Classification :
- 60H10 [ Stochastic ordinary differential equations
]
- 34F05 [ ODE with randomness ]
- 34F05 [ ODE with randomness ]
- Abstract :
- In this paper a Random Sturm-Boundary-Value
Problem is considered. Thereby, the Random
coefficients belong to the class of weakly
correlated functions, which can be characterized
as functions "without distance effect". There
exist various solution methods for this problem
in the literature. The aim is to compare these
methods and to examine their compatibility.
For that, it is useful to consider limit theorems
for integral functionals of the derivatives of
weakly correlated functions.
- Keywords :
- Stochastic Processes, Weakly Correlated Functions, Random Boundary Value Problems, Ordinary Differential Equations with Randomness
- Language :
- english
- Publication time :
- 11/1998
