Random Hermite differential equations: mean square power series solutions and statistical properties
type: Item
instance of: scholarly article
title: Random Hermite differential equations: mean square power series solutions and statistical properties
zbMATH Open document ID: 1247.60101
author: G. Calbo
author: Juan Cortés
author: L. Jódar
published in: Applied Mathematics and Computation
publication date: 2012-06-11T00:00:00Z
full work available at URL: http://hdl.handle.net/10251/62895
review text: 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.
reviewed by: Toader Morozan
Mathematics Subject Classification ID: 60H25
Mathematics Subject Classification ID: 34F05
zbMATH DE Number: 6045190
zbMATH Keywords: random differential equation
zbMATH Keywords: random power series solution
zbMATH Keywords: mean square calculus
zbMATH Keywords: random Hermite polynomial
MaRDI profile type: Publication
OpenAlex ID: W2163901668
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DOI: 10.1016/J.AMC.2011.09.008
description: scientific article; zbMATH DE number 6045190