Solving second-order linear differential equations with random analytic coefficients about ordinary points: a full probabilistic solution by the first probability density function

DOI10.1016/j.amc.2018.02.051zbMath1427.65007MaRDI QIDQ2333158

M. D. Roselló, A. Navarro-Quiles, José Vicente Romero, Juan-Carlos Cortés

Publication date: 12 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/120363

zbMATH Keywords

first probability density function; random variable transformation technique; ordinary point; second-order random linear differential equation

Mathematics Subject Classification ID

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

65C30: Numerical solutions to stochastic differential and integral equations