Approximate solutions of randomized non-autonomous complete linear differential equations via probability density functions
Solving a random differential equation means to obtain an exact or approximate expression for the solution stochastic process, and to compute its statistical properties, mainly the mean and the variance functions. However, a major challenge is the computation of the probability density function...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Texas State University
2019-07-01
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| Series: | Electronic Journal of Differential Equations |
| Subjects: | |
| Online Access: | http://ejde.math.txstate.edu/Volumes/2019/85/abstr.html |