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Beyond the hypothesis of boundedness for the random coefficient of Airy, Hermite and Laguerre differential equations with uncertainties

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Beyond the hypothesis of boundedness for the random coefficient of Airy, Hermite and Laguerre differential equations with uncertainties

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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 2021-03-01T08:09:40Z
dc.date.available 2021-03-01T08:09:40Z
dc.date.issued 2020-09-02 es_ES
dc.identifier.issn 0736-2994 es_ES
dc.identifier.uri http://hdl.handle.net/10251/162594
dc.description.abstract [EN] In this work, we study the full randomized versions of Airy, Hermite and Laguerre differential equations, which depend on a random variable appearing as an equation coefficient as well as two random initial conditions. In previous contributions, the mean square stochastic solutions to the aforementioned random differential equations were constructed via the Frobenius method, under the assumption of exponential growth of the absolute moments of the equation coefficient, which is equivalent to its essential boundedness. In this paper we aim at relaxing the boundedness hypothesis to allow more general probability distributions for the equation coefficient. We prove that the equations are solvable in the mean square sense when the equation coefficient has finite moment-generating function in a neighborhood of the origin. A thorough discussion of the new hypotheses is included. es_ES
dc.description.sponsorship This work has been supported by the Spanish Ministerio de Economia y Competitividad grant MTM2017-89664-P. es_ES
dc.language Inglés es_ES
dc.publisher Taylor & Francis es_ES
dc.relation.ispartof Stochastic Analysis and Applications es_ES
dc.rights Reserva de todos los derechos es_ES
dc.subject Random differential equation es_ES
dc.subject Second-order linear differential equation es_ES
dc.subject Frobenius method es_ES
dc.subject Mean square calculus es_ES
dc.subject Mean fourth calculus es_ES
dc.subject.classification MATEMATICA APLICADA es_ES
dc.title Beyond the hypothesis of boundedness for the random coefficient of Airy, Hermite and Laguerre differential equations with uncertainties es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1080/07362994.2020.1733017 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. (2020). Beyond the hypothesis of boundedness for the random coefficient of Airy, Hermite and Laguerre differential equations with uncertainties. Stochastic Analysis and Applications. 38(5):875-885. https://doi.org/10.1080/07362994.2020.1733017 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion https://doi.org/10.1080/07362994.2020.1733017 es_ES
dc.description.upvformatpinicio 875 es_ES
dc.description.upvformatpfin 885 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 38 es_ES
dc.description.issue 5 es_ES
dc.relation.pasarela S\402912 es_ES
dc.contributor.funder Agencia Estatal de Investigación es_ES
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