Beyond the hypothesis of boundedness for the random coefficient of Airy, Hermite and Laguerre differential equations with uncertainties

DOI10.1080/07362994.2020.1733017zbMath1466.34056OpenAlexW3015058894MaRDI QIDQ4986445

Marc Jornet Sanz, Julia Calatayud Gregori, Juan-Carlos Cortés

Publication date: 27 April 2021

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/162594

zbMATH Keywords

random differential equationsecond-order linear differential equationFröbenius methodmean square calculusmean fourth calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Linear ordinary differential equations and systems (34A30) Ordinary differential equations and systems with randomness (34F05)

Related Items (2)

Theory and methods for random differential equations: a survey ⋮ Power-series solutions of fractional-order compartmental models

Cites Work

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• Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation
• On the convergence of generalized polynomial chaos expansions
• Random Differential Equations in Scientific Computing

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