Analytic stochastic process solutions of second-order random differential equations

Analytic stochastic process solutions of second-order random differential equations

In this work, trigonometric stochastic processes arise as mean square solutions of random differential equations, using a random Fröbenius method. Important operational properties of the trigonometric stochastic processes are established.

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Veröffentlicht in:Applied mathematics letters 2010-12, Vol.23 (12), p.1421-1424
Hauptverfasser: Calbo, G., Cortés, J.-C., Jódar, L., Villafuerte, L.
Format: Artikel
Sprache:eng
Schlagworte:
Differential equations
Exact sciences and technology
Mathematical analysis
Mathematics
Mean square solution
Mean square values
Numerical analysis
Numerical analysis. Scientific computation
Ordinary differential equations
Random differential equation
Sciences and techniques of general use
Stochastic processes
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Zusammenfassung:In this work, trigonometric stochastic processes arise as mean square solutions of random differential equations, using a random Fröbenius method. Important operational properties of the trigonometric stochastic processes are established.
ISSN:0893-9659
1873-5452
DOI:10.1016/j.aml.2010.07.011