A LIMIT RESULT ASSOCIATED WITH CERTAIN RANDOM TWO-POINT BOUNDARY VALUE PROBLEMS
George Yin, G. ZHAO · Dynamic Systems and Applications · 2018
A nonlinear differential equation with wide-band random noise and random boundary conditions is considered in this work.Our main effort is on obtaining a diffusion limit using weak convergence methods.The limit can be used as approximation to the original problem leading to reduction of computational complexity.