Una nota sobre una clase de ecuaciones diferenciales con condición inicial aleatoria

Abstract

[EN] This paper shows a nice connection between Differential Equations and Probability through an illustrative example. We apply a successfull algebraic strategy together with properties of expectation operator to determine the main statistical properties (mean, variance and covariance) of the solution to a non-autonomous linear differential equation whose initial condition is a random variable. Theoretical findings are illustrated by means of one example.