Document Type
Report
Source Publication Title
Technical Report 170
Abstract
A Study of nonlinear second order stochastic boundary value problems (SBVP for short) is initiated through sample calculus approach. A basic existence result for bounded nonlinearities is established. The method of upper and lower solution processes and a general existence theorem are established. After proving the stochastic version of the needed maximum principle, the monotone iterative technique is developed which yields existence of multiple solution processes of SBVP. Finally, by developing a stochastic comparison result, the important problem of finding error estimates between the sample solutions of SBVP and the solutions of corresponding mean BVP, is considered.
Disciplines
Mathematics | Physical Sciences and Mathematics
Publication Date
1-1-1981
Language
English
License
This work is licensed under a Creative Commons Attribution-NonCommercial-Share Alike 4.0 International License.
Recommended Citation
Ladde, G. S.; Chandra, Jagdish; and Lakshmikantham, V., "On the Fundamental Theory of Nonlinear Second Order Stochastic Boundary Value Problems" (1981). Mathematics Technical Papers. 272.
https://mavmatrix.uta.edu/math_technicalpapers/272