Applying the random variable transformation method to solve a class of random linear differential equation with discrete delay

DOI10.1016/j.amc.2019.03.048zbMath1428.34123OpenAlexW2934148492WikidataQ115361227 ScholiaQ115361227MaRDI QIDQ2009537

A. Navarro-Quiles, Tomás Caraballo Garrido, Juan-Carlos Cortés

Publication date: 29 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://idus.us.es/xmlui/handle//11441/85587

zbMATH Keywords

probability density functionrandom variable transformation techniquerandom linear differential equation with delay

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic functional-differential equations (34K50) Linear functional-differential equations (34K06) Numerical solutions to stochastic differential and integral equations (65C30)

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