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 ]

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