[EN] In this paper a new version of the chain rule for calculat- ing the mean square derivative of a second-order stochastic process is proven. This random operational calculus rule is applied to construct a rigorous mean ...
Cortés, J.-C.; Jódar Sánchez, Lucas Antonio; Company Rossi, Rafael; Villafuerte, Laura(University of Manitoba - Department of Computer Science, 2015-11)
[EN] In this paper we introduce the Laguerre polynomials as mean square solutions of random differential equations. The study is based on the construction of an infinite random power series solution which becomes a random ...
Cortés, J.-C.; Jódar Sánchez, Lucas Antonio; Villafuerte, Laura(Elsevier, 2017)
[EN] This paper deals with the study of a Bessel-type differential equation where input
parameters (coefficient and initial conditions) are assumed to be random variables.
Using the so-called Lp-random calculus and ...
[EN] This paper deals with the extension, in the mean square sense, of the deterministic gamma function to the random framework. In a first step, we provide such extension to Gamma(A) by assuming that the parameter A is a ...
[EN] In this paper we study random non-autonomous second order linear differential equations by taking advantage of the powerful theory of random difference equations. The coefficients are assumed to be stochastic processes, ...
[EN] The aim of this paper is to solve a class of non-autonomous linear fractional differential equations with random inputs. A mean square convergent series solution is constructed in the case that the fractional order a ...
Burgos-Simon, Clara; Cortés, J.-C.; Villafuerte, Laura; Villanueva Micó, Rafael Jacinto(Elsevier, 2018)
[EN] This paper deals with solving the general random (Caputo) fractional linear differential equation under general assumptions on random input data (initial condition, forcing term and diffusion coefficient). Our ...