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Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties

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Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties

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Calatayud-Gregori, J.; Cortés, J.; Jornet-Sanz, M.; Villafuerte, L. (2018). Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties. Advances in Difference Equations. (3):1-29. https://doi.org/10.1186/s13662-018-1848-8

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Metadatos del ítem

Título: Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties
Autor: Calatayud-Gregori, Julia Cortés, J.-C. Jornet-Sanz, Marc Villafuerte, Laura
Entidad UPV: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Fecha difusión:
Resumen:
[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, ...[+]
Palabras clave: Random second order linear difference and differential equation , Analytic second order stochastic process , L-p(Omega)
Derechos de uso: Reconocimiento (by)
Fuente:
Advances in Difference Equations. (issn: 1687-1847 )
DOI: 10.1186/s13662-018-1848-8
Versión del editor: http://doi.org/10.1186/s13662-018-1848-8
Código del Proyecto:
info:eu-repo/grantAgreement/AEI/Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016/MTM2017-89664-P/ES/PROBLEMAS DINAMICOS CON INCERTIDUMBRE SIMULABLE: MODELIZACION MATEMATICA, ANALISIS, COMPUTACION Y APLICACIONES/
Agradecimientos:
This work has been supported by the Spanish Ministerio de Economia y Competitividad grant MTM2017-89664-P. Marc Jornet acknowledges the doctorate scholarship granted by Programa de Ayudas de Investigacion y Desarrollo ...[+]
Tipo: Artículo

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