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.
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container_issue 12
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container_title Applied mathematics letters
container_volume 23
creator Calbo, G.
Cortés, J.-C.
Jódar, L.
Villafuerte, L.
description 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.
doi_str_mv 10.1016/j.aml.2010.07.011
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source Elsevier ScienceDirect Journals; Elektronische Zeitschriftenbibliothek - Frei zugängliche E-Journals
subjects 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
title Analytic stochastic process solutions of second-order random differential equations
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