Probabilistic analysis of a class of impulsive linear random differential equations forced by stochastic processes admitting Karhunen-Loève expansions

DOI10.3934/dcdss.2022079zbMath1497.34029WikidataQ115219120 ScholiaQ115219120MaRDI QIDQ2090502

Roberto A. Ku-Carrillo, Sandra E. Delgadillo-Aleman, Juan-Carlos Cortés, Rafael-Jacinto Villanueva

Publication date: 25 October 2022

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdss.2022079

zbMATH Keywords

Wiener process; random differential equation; Karhunen-Loève expansion; Dirac's delta impulses

Mathematics Subject Classification ID

34A37: Ordinary differential equations with impulses

60H25: Random operators and equations (aspects of stochastic analysis)

34F05: Ordinary differential equations and systems with randomness

34A36: Discontinuous ordinary differential equations