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Random differential operational calculus: Theory and applications

✍ Scribed by L. Villafuerte; C.A. Braumann; J.-C. Cortés; L. Jódar

Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
675 KB
Volume
59
Category
Article
ISSN
0898-1221

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✦ Synopsis

a b s t r a c t

In this article, we obtain a product rule and a chain rule for mean square derivatives. An application of the chain rule to the mean square solution of random differential equations is shown. However, to achieve such mean square differentiation rules, fourth order properties were needed and, therefore, we first studied a mean fourth order differential and integral calculus. Results are applied to solve random linear variable coefficient differential problems.

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