scientific article; zbMATH DE number 7083282

zbMath1486.60072MaRDI QIDQ5225111

J. Calatayud, M. Jornet, Juan-Carlos Cortés

Publication date: 19 July 2019

Full work available at URL: https://ejde.math.txstate.edu/Volumes/2019/85/abstr.html#latest

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zbMATH Keywords

probability density functionKarhunen-Loeve expansionrandom variable transformation techniquerandom non-autonomous complete linear differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (1)

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Cites Work

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• Matrix Analysis
• Riesz bases generated by the spectra of Sturm-Liouville problems
• Measure Theory and Probability Theory
• The Existence of Eigenvalues for Integral Operators

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