Extreme Analysis of a Random Ordinary Differential Equation
نویسندگان
چکیده
In this paper, we consider a one dimensional stochastic system described by an ellipticequation. A spatially varying random coefficient is introduced to account for uncertainty orimprecise measurements. We model the logarithm of this coefficient by a Gaussian process andprovide asymptotic approximations of the tail probabilities of the derivative of the solution.
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ورودعنوان ژورنال:
- J. Applied Probability
دوره 51 شماره
صفحات -
تاریخ انتشار 2014