Computing probabilistic solutions of the Bernoulli random differential equation

DOI10.1016/j.cam.2016.02.034zbMath1468.65006OpenAlexW2278923089WikidataQ115359818 ScholiaQ115359818MaRDI QIDQ313637

A. Navarro-Quiles, Rafael-Jacinto Villanueva, Juan-Carlos Cortés, M. D. Roselló, M. C. Casabán, José Vicente Romero

Publication date: 12 September 2016

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

Full work available at URL: https://doi.org/10.1016/j.cam.2016.02.034

zbMATH Keywords

Bernoulli random differential equationfirst probability density functionprobabilistic solutionrandom variable transformation technique

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30)

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Uses Software

• Mathematica

Cites Work

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