Analytic stochastic process solutions of second-order random differential equations

DOI10.1016/j.aml.2010.07.011zbMath1402.60083OpenAlexW2092640020MaRDI QIDQ602825

G. Calbo, L. Villafuerte, Juan-Carlos Cortés, Lucas Jodar

Publication date: 5 November 2010

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2010.07.011

zbMATH Keywords

random differential equationmean square solution

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Ordinary differential equations and systems with randomness (34F05)

Related Items (5)

Beyond the hypothesis of boundedness for the random coefficient of the Legendre differential equation with uncertainties ⋮ A mean square chain rule and its application in solving the random Chebyshev differential equation ⋮ Analytic-Numerical Solution of Random Parabolic Models: A Mean Square Fourier Transform Approach ⋮ Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise ⋮ Beyond the hypothesis of boundedness for the random coefficient of Airy, Hermite and Laguerre differential equations with uncertainties

Cites Work

• Random differential operational calculus: theory and applications
• Random linear-quadratic mathematical models: Computing explicit solutions and applications
• Random differential equations in science and engineering
• Analytic-numerical approximating processes of diffusion equation with data uncertainty
• Unnamed Item
• Unnamed Item

This page was built for publication: Analytic stochastic process solutions of second-order random differential equations