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

DOI10.1007/s00009-016-0716-6zbMath1353.60051OpenAlexW2318637555MaRDI QIDQ346843

Juan-Carlos Cortés, José Vicente Romero, M. C. Casabán, M. D. Roselló

Publication date: 30 November 2016

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/94531

zbMATH Keywords

probability density functionsrandom differential equationsrandom variable transformation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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