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Solving random homogeneous linear second-order differential equations: a full probabilistic description

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Solving random homogeneous linear second-order differential equations: a full probabilistic description

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Casabán, M.; Cortés, J.; Romero, J.; Roselló, M. (2016). Solving random homogeneous linear second-order differential equations: a full probabilistic description. Mediterranean Journal of Mathematics. 13(6):3817-3836. doi:10.1007/s00009-016-0716-6

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Title: Solving random homogeneous linear second-order differential equations: a full probabilistic description
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Embargo end date: 2017-12-01
Abstract:
[EN] In this paper a complete probabilistic description for the solution of random homogeneous linear second-order differential equations via the computation of its two first probability density functions is given. As a ...[+]
Subjects: Random variable transformation method , First and second probability density functions , Random homogeneous linear second-order differential equations.
Copyrigths: Reserva de todos los derechos
Source:
Mediterranean Journal of Mathematics. (issn: 1660-5446 )
DOI: 10.1007/s00009-016-0716-6
Publisher:
Springer-Verlag
Publisher version: https://doi.org/10.1007/s00009-016-0716-6
Thanks:
This work has been partially supported by the Spanish M. C. Y. T. Grant MTM2013-41765-P.
Type: Artículo

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