Random boundary value problems with weakly correlated functions.

Matthias Richter, Jürgen vom Scheidt and Ralf Wunderlich

Dynamic Systems and Applications, 9:109-130, 2000.

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.