Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties

DOI10.1186/s13662-018-1848-8zbMath1448.34118MaRDI QIDQ1713837

L. Villafuerte, Juan-Carlos Cortés, J. Calatayud, M. Jornet

Publication date: 30 January 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-018-1848-8

zbMATH Keywords

uncertainty quantification; \(L^p(\Omega)\) random calculus; analytic second-order stochastic process; mathematical modelling and stochastic computation; random second-order linear difference and differential equation

Mathematics Subject Classification ID

65C05: Monte Carlo methods

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34F05: Ordinary differential equations and systems with randomness

93E03: Stochastic systems in control theory (general)

37H10: Generation, random and stochastic difference and differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)