Random Hermite differential equations: mean square power series solutions and statistical properties (Q426404)

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scientific article; zbMATH DE number 6045190
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Random Hermite differential equations: mean square power series solutions and statistical properties
scientific article; zbMATH DE number 6045190

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    Random Hermite differential equations: mean square power series solutions and statistical properties (English)
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    11 June 2012
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    A construction of a random power series solution of second order linear random Hermite differential equations is given. The authors provide conditions in order to obtain random polynomial solutions and the main statistical functions of the approximate stochastic process solution generated by truncation of the exact power series solution are given.
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    random differential equation
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    random power series solution
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    mean square calculus
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    random Hermite polynomial
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