A mean square chain rule and its application in solving the random Chebyshev differential equation

DOI10.1007/s00009-017-0853-6zbMath1362.60054arXiv1612.08639OpenAlexW2566117621WikidataQ115390354 ScholiaQ115390354MaRDI QIDQ523684

L. Villafuerte, C. Burgos, Juan-Carlos Cortés

Publication date: 21 April 2017

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

Full work available at URL: https://arxiv.org/abs/1612.08639

zbMATH Keywords

Monte Carlo simulationsmean square chain rulerandom Chebyshev differential equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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