Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties
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Publication:1713837
uncertainty quantification\(L^p(\Omega)\) random calculusanalytic second-order stochastic processmathematical modelling and stochastic computationrandom second-order linear difference and differential equation
Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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) Stochastic systems in control theory (general) (93E03)
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Cited in
(18)- Beyond the hypothesis of boundedness for the random coefficient of Airy, Hermite and Laguerre differential equations with uncertainties
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- Vector-valued functions on time scales and random differential equations
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