Random differential operational calculus: Theory and applications

• Author(s): Villafuerte, L., Braumann, C. A., Cortés, J.‐C., Jódar, L.
• Date: 2010
• Persistent ID: http://hdl.handle.net/10174/2575
• Origin: Repositório Científico da Universidade de Évora
• Subject(s): random differential equation; mean square calculus; mean fourth calculus; random chain rule
• Document Type: Article
• Language: English
• Editor(s): Elsevier

Description

A product rule and a chain rule for mean square derivatives are obtained using fourth order properties. Applications to the mean square solution of random differential equations are shown.