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On the mathematical modelling of physical systems by ordinary differential stochastic equations

Author

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  • Bellomo, N.
  • Cafaro, E.
  • Rizzi, G.

Abstract

This paper deals with the problem of defining and analysing a general mathematical model for the analysis of physical systems described by ordinary stochastic differential equations with random coefficients and initial conditions. The existence, continuity and stability of the evolution process defined by the considered class of evolution equations is here considered. Some actual models of physical systems are also considered and related to the general mathematical model which is proposed and mathematically analyzed in this work.

Suggested Citation

  • Bellomo, N. & Cafaro, E. & Rizzi, G., 1984. "On the mathematical modelling of physical systems by ordinary differential stochastic equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 26(4), pages 361-367.
    • Handle: RePEc:eee:matcom:v:26:y:1984:i:4:p:361-367
    DOI: 10.1016/0378-4754(84)90010-7
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    Cited by:

    1. Bonzani, I. & Zavattaro, M.G. & Bellomo, N., 1987. "On the continuous approximation of the probability density and of the entropy functions for nonlinear stochastic dynamical systems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 29(3), pages 233-241.
    2. Adomian, G., 1988. "An adaptation of the decomposition method for asymptotic solutions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 30(4), pages 325-329.
    3. Riganti, Riccardo, 1988. "Evolution of the nth probability density and entropy function in stochastic systems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 30(3), pages 231-242.

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