2011 | OriginalPaper | Buchkapitel
Wave Propagation and Heat Conduction in a Random Medium
verfasst von : G. C. Papanicolaou
Erschienen in: Stochastic Differential Equations
Verlag: Springer Berlin Heidelberg
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We shall give a fairly selfcontained account of some results on waves in random media and related problems that we have considered in the past few years [l]–[6]. These results rcly upon properties of solutions of differential equations with random coefficients, i.e., stochastic equations. We restrict attention to one-dimensional problems so that we are dealing with stochastic ordinary differential equations. There are a few results, at present, dealing with multidimensional problems at [cf. 12} but we shall not discuss these here.