Solving random homogeneous linear second-order differential equations: a full probabilistic description

DOI10.1007/s00009-016-0716-6zbMath1353.60051MaRDI QIDQ346843

M. C. Casabán, M. D. Roselló, José Vicente Romero, Juan-Carlos Cortés

Publication date: 30 November 2016

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/94531

zbMATH Keywords

probability density functions; random differential equations; random variable transformation

Mathematics Subject Classification ID

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

60H30: Applications of stochastic analysis (to PDEs, etc.)

34F05: Ordinary differential equations and systems with randomness

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

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