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Probabilistic analysis of a class of impulsive linear random differential equations forced by stochastic processes admitting Karhunen-Loève expansions

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Probabilistic analysis of a class of impulsive linear random differential equations forced by stochastic processes admitting Karhunen-Loève expansions

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Cortés, J.; Delgadillo-Alemán, SE.; Ku-Carrillo, RA.; Villanueva Micó, RJ. (2022). Probabilistic analysis of a class of impulsive linear random differential equations forced by stochastic processes admitting Karhunen-Loève expansions. Discrete and Continuous Dynamical Systems. Series S. 15(11):3131-3153. https://doi.org/10.3934/dcdss.2022079

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Metadatos del ítem

Título: Probabilistic analysis of a class of impulsive linear random differential equations forced by stochastic processes admitting Karhunen-Loève expansions
Autor: Cortés, J.-C. Delgadillo-Alemán, Sandra E. Ku-Carrillo, Roberto A. Villanueva Micó, Rafael Jacinto
Entidad UPV: Universitat Politècnica de València. Facultad de Administración y Dirección de Empresas - Facultat d'Administració i Direcció d'Empreses
Fecha difusión:
Resumen:
[EN] We study a full randomization of the complete linear differential equation subject to an infinite train of Dirac's delta functions applied at different time instants. The initial condition and coefficients of the ...[+]
Palabras clave: Random differential equation , Dirac's delta impulses , Karhunen-Loeve expansion , Wiener process
Derechos de uso: Reserva de todos los derechos
Fuente:
Discrete and Continuous Dynamical Systems. Series S. (issn: 1937-1632 )
DOI: 10.3934/dcdss.2022079
Editorial:
American Institute of Mathematical Sciences
Versión del editor: https://doi.org/10.3934/dcdss.2022079
Código del Proyecto:
info:eu-repo/grantAgreement/AEI/Plan Estatal de Investigación Científica y Técnica y de Innovación 2017-2020/PID2020-115270GB-I00/ES/ECUACIONES DIFERENCIALES ALEATORIAS. CUANTIFICACION DE LA INCERTIDUMBRE Y APLICACIONES/
info:eu-repo/grantAgreement/GVA//AICO%2F2021%2F302/
info:eu-repo/grantAgreement/UAA//PIM21-7/
info:eu-repo/grantAgreement/UAA//PIM21-5/
Agradecimientos:
This work has been supported by the Spanish grants PID2020-115270GB-I00 funded by MCIN/AEI/10.13039/501100011033 and AICO/2021/302 (Generalitat Valenciana) , and also by the Mexican Council of Science and Technology (CONACYT) ...[+]
Tipo: Artículo

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