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A mean square chain rule and its application in solving the random Chebyshev differential equation

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A mean square chain rule and its application in solving the random Chebyshev differential equation

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Cortés, J.; Villafuerte, L.; Burgos-Simon, C. (2017). A mean square chain rule and its application in solving the random Chebyshev differential equation. Mediterranean Journal of Mathematics. 14(1):14-35. https://doi.org/10.1007/s00009-017-0853-6

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Título: A mean square chain rule and its application in solving the random Chebyshev differential equation
Autor: Cortés, J.-C. Villafuerte, Laura Burgos-Simon, Clara
Entidad UPV: Universitat Politècnica de València. Instituto Universitario de Matemática Multidisciplinar - Institut Universitari de Matemàtica Multidisciplinària
Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Fecha difusión:
Resumen:
[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 ...[+]
Palabras clave: Mean square chain rule , Random Chebyshev differential equation , Mean square and mean fourth calculus , Monte Carlo simulations
Derechos de uso: Reserva de todos los derechos
Fuente:
Mediterranean Journal of Mathematics. (issn: 1660-5446 )
DOI: 10.1007/s00009-017-0853-6
Editorial:
Springer-Verlag
Versión del editor: http://doi.org/10.1007/s00009-017-0853-6
Código del Proyecto:
info:eu-repo/grantAgreement/MINECO//MTM2013-41765-P/ES/METODOS COMPUTACIONALES PARA ECUACIONES DIFERENCIALES ALEATORIAS: TEORIA Y APLICACIONES/
Agradecimientos:
This work was completed with the support of our TEX-pert.
Tipo: Artículo

References

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