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Lp-calculus approach to the random autonomous linear differential equation with discrete delay

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Lp-calculus approach to the random autonomous linear differential equation with discrete delay

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dc.contributor.author Calatayud-Gregori, Julia es_ES
dc.contributor.author Cortés, J.-C. es_ES
dc.contributor.author Jornet-Sanz, Marc es_ES
dc.date.accessioned 2020-04-06T08:57:17Z
dc.date.available 2020-04-06T08:57:17Z
dc.date.issued 2019-08 es_ES
dc.identifier.issn 1660-5446 es_ES
dc.identifier.uri http://hdl.handle.net/10251/140237
dc.description.abstract [EN] In this paper, we provide a full probabilistic study of the random autonomous linear differential equation with discrete delay , with initial condition x(t)=g(t), -t0. The coefficients a and b are assumed to be random variables, while the initial condition g(t) is taken as a stochastic process. Using Lp-calculus, we prove that, under certain conditions, the deterministic solution constructed with the method of steps that involves the delayed exponential function is an Lp-solution too. An analysis of Lp-convergence when the delay tends to 0 is also performed in detail. es_ES
dc.description.sponsorship This work has been supported by the Spanish Ministerio de Economia y Competitividad Grant MTM2017-89664-P. The author Marc Jornet acknowledges the doctorate scholarship granted by Programa de Ayudas de Investigacion y Desarrollo (PAID), Universitat Politecnica de Valencia. es_ES
dc.language Inglés es_ES
dc.publisher Springer-Verlag es_ES
dc.relation.ispartof Mediterranean Journal of Mathematics es_ES
dc.rights Reserva de todos los derechos es_ES
dc.subject Random autonomous linear differential equation with discrete delay es_ES
dc.subject Lp random calculus es_ES
dc.subject Method of steps es_ES
dc.subject Uncertainty quantification es_ES
dc.subject.classification MATEMATICA APLICADA es_ES
dc.title Lp-calculus approach to the random autonomous linear differential equation with discrete delay es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1007/s00009-019-1370-6 es_ES
dc.relation.projectID 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/ es_ES
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada es_ES
dc.description.bibliographicCitation Calatayud-Gregori, J.; Cortés, J.; Jornet-Sanz, M. (2019). Lp-calculus approach to the random autonomous linear differential equation with discrete delay. Mediterranean Journal of Mathematics. 16(4):1-17. https://doi.org/10.1007/s00009-019-1370-6 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion https://doi.org/10.1007/s00009-019-1370-6 es_ES
dc.description.upvformatpinicio 1 es_ES
dc.description.upvformatpfin 17 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 16 es_ES
dc.description.issue 4 es_ES
dc.relation.pasarela S\377592 es_ES
dc.contributor.funder Agencia Estatal de Investigación es_ES
dc.contributor.funder Universitat Politècnica de València es_ES
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