Theory of Probability and Mathematical Statistics
Equation for vibrations of a fixed string driven by a general stochastic measure
I. M. Bodnarchuk, V. M. Radchenko
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Abstract: Equation for vibrations of a string with fixed ends driven by a general stochastic measure is investigated in three cases: the stochastic measure depends on time variable, on space variable and on the set of both variables. Averaging principle is considered and the rate of convergence to the solution of the averaged equation is evaluated.
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