Random first-order linear discrete models and their probabilistic solution: a comprehensive study
From MaRDI portal
Publication:1669258
DOI10.1155/2016/6372108zbMath1470.39004OpenAlexW2324377993WikidataQ59121548 ScholiaQ59121548MaRDI QIDQ1669258
Juan-Carlos Cortés, M. D. Roselló, José Vicente Romero, M. C. Casabán
Publication date: 30 August 2018
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2016/6372108
Random operators and equations (aspects of stochastic analysis) (60H25) Numerical solutions to stochastic differential and integral equations (65C30) Linear difference equations (39A06)
Related Items
Full solution of random autonomous first-order linear systems of difference equations. Application to construct random phase portrait for planar systems, Applying the random variable transformation method to solve a class of random linear differential equation with discrete delay, An approximate probabilistic solution of a random SIR-type epidemiological model using RVT technique
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Solution of the stochastic radiative transfer equation with Rayleigh scattering using RVT technique
- Mean square convergence of the numerical solution of random differential equations
- Random matrix difference models arising in long-term medical drug strategies
- Using FEM-RVT technique for solving a randomly excited ordinary differential equation with a random operator
- A developed solution of the stochastic Milne problem using probabilistic transformations
- Growth and extinction of populations in randomly varying environments
- Solution of the stochastic transport equation of neutral particles with anisotropic scattering using RVT technique
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Random differential equations in science and engineering
- An introduction to copulas. Properties and applications
- Determining the first probability density function of linear random initial value problems by the random variable transformation (RVT) technique: a comprehensive study
- A proposed technique of SFEM on solving ordinary random differential equation
- The approximate solutions of some stochastic differential equations using transformations
- Numerical approximation of higher-order solutions of the quadratic nonlinear stochastic oscillatory equation using WHEP technique
- Solving initial and two-point boundary value linear random differential equations: a mean square approach
- Solution of the stochastic heat equation with nonlinear losses using Wiener-Hermite expansion
- Mean square exponential stability of impulsive stochastic difference equations
- Modeling with Itô Stochastic Differential Equations