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Solving initial and two-point boundary value linear random differential equations: A mean square approach

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Solving initial and two-point boundary value linear random differential equations: A mean square approach

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Cortés López, JC.; Jódar Sánchez, LA.; Roselló Ferragud, MD.; Villafuerte, L. (2012). Solving initial and two-point boundary value linear random differential equations: A mean square approach. Applied Mathematics and Computation. 219(4):2204-2211. doi:10.1016/j.amc.2012.08.066

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/62896

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Title: Solving initial and two-point boundary value linear random differential equations: A mean square approach
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Abstract:
This paper deals with the construction of mean square real-valued solutions to both initial and boundary value problems of linear differential equations whose coefficients are assumed to be stochastic processes and, initial ...[+]
Subjects: Initial and boundary linear random differential equations , p-Mean stochastic calculus
Copyrigths: Cerrado
Source:
Applied Mathematics and Computation. (issn: 0096-3003 )
DOI: 10.1016/j.amc.2012.08.066
Publisher:
Elsevier
Publisher version: http://dx.doi.org/10.1016/j.amc.2012.08.066
Thanks:
This work has been partially supported by the Spanish M.C.Y.T. grants MTM2009-08587, DPI2010-20891-C02-01, Universidad Politecnica de Valencia grant PAID06-11-2070 and Mexican Conacyt.
Type: Artículo

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