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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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dc.contributor.author Cortés, J.-C. es_ES
dc.contributor.author Villafuerte, Laura es_ES
dc.contributor.author Burgos-Simon, Clara es_ES
dc.date.accessioned 2018-07-16T06:56:40Z
dc.date.available 2018-07-16T06:56:40Z
dc.date.issued 2017 es_ES
dc.identifier.issn 1660-5446 es_ES
dc.identifier.uri http://hdl.handle.net/10251/105851
dc.description.abstract [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 square solution of the random Chebyshev differential equation (r.C.d.e.) assuming mild moment hypotheses on the random variables that appear as coefficients and initial conditions of the cor- responding initial value problem. Such solution is represented through a mean square random power series. Moreover, reliable approximations for the mean and standard deviation functions to the solution stochastic process of the r.C.d.e. are given. Several examples, that illustrate the theoretical results, are included. es_ES
dc.description.sponsorship This work was completed with the support of our TEX-pert.
dc.language Inglés es_ES
dc.publisher Springer-Verlag es_ES
dc.relation MINECO/MTM2013-41765-P es_ES
dc.relation.ispartof Mediterranean Journal of Mathematics es_ES
dc.rights Reserva de todos los derechos es_ES
dc.subject Mean square chain rule es_ES
dc.subject Random Chebyshev differential equation es_ES
dc.subject Mean square and mean fourth calculus es_ES
dc.subject Monte Carlo simulations es_ES
dc.subject.classification MATEMATICA APLICADA es_ES
dc.title A mean square chain rule and its application in solving the random Chebyshev differential equation es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1007/s00009-017-0853-6 es_ES
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Instituto Universitario de Matemática Multidisciplinar - Institut Universitari de Matemàtica Multidisciplinària es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada es_ES
dc.description.bibliographicCitation 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. doi:10.1007/s00009-017-0853-6 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion http://doi.org/10.1007/s00009-017-0853-6 es_ES
dc.description.upvformatpinicio 14 es_ES
dc.description.upvformatpfin 35 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 14 es_ES
dc.description.issue 1 es_ES
dc.relation.pasarela S\337826 es_ES
dc.contributor.funder Ministerio de Economía, Industria y Competitividad es_ES
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