Constructing reliable approximations of the random fractional Hermite equation: solution, moments and density

DOI10.1007/s40314-023-02274-1MaRDI QIDQ6040750

L. Villafuerte, C. Burgos, Tomás Caraballo Garrido, Juan-Carlos Cortés, Rafael-Jacinto Villanueva

Publication date: 22 May 2023

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

zbMATH Keywords

first probability density function; statistical moments; random mean square calculus; random fractional Hermite differential equation

Mathematics Subject Classification ID

26A33: Fractional derivatives and integrals

33C45: Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.)

34F05: Ordinary differential equations and systems with randomness

34A08: Fractional ordinary differential equations

30B20: Random power series in one complex variable