Applying the random variable transformation method to solve a class of random linear differential equation with discrete delay
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Publication:2009537
DOI10.1016/j.amc.2019.03.048zbMath1428.34123WikidataQ115361227 ScholiaQ115361227MaRDI QIDQ2009537
A. Navarro-Quiles, Tomás Caraballo Garrido, Juan-Carlos Cortés
Publication date: 29 November 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://idus.us.es/xmlui/handle//11441/85587
probability density function; random variable transformation technique; random linear differential equation with delay
60H25: Random operators and equations (aspects of stochastic analysis)
34K50: Stochastic functional-differential equations
34K06: Linear functional-differential equations
65C30: Numerical solutions to stochastic differential and integral equations