Solving Random Ordinary and Partial Differential Equations Through the Probability Density Function: Theory and Computing with Applications-Reference-Cited by-同舟云学术

Solving Random Ordinary and Partial Differential Equations Through the Probability Density Function: Theory and Computing with Applications

Published:2018-11-30 Issue: Volume: Page:261-282
ISSN:1860-0832
Container-title:Understanding Complex Systems
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Author:

Calatayud J.,Cortés J.-C.,Jornet M.,Navarro-Quiles A.

Publisher

Springer International Publishing

Link

http://link.springer.com/content/pdf/10.1007/978-3-319-96755-4_15

Reference23 articles.

1. Soong, T.T.: Random Differential Equations in Science and Engineering. Academic, New York (1973)

2. Smith, R.C.: Uncertainty Quantification. Theory, Implementation and Applications. SIAM Computational Science & Engineering. SIAM, Philadelphia (2014)

3. Øksendal, B.: Stochastic Differential Equations. An Introduction with Applications. Stochastic Modelling and Applied Probability, vol. 23. Springer, Heidelberg (2003)

4. Kloeden, P., Platen, E.: Numerical Solution of Stochastic Differential Equations. Springer, Berlin (2011)

5. Allen, E.: Modeling with Itô Stochastic Differential Equations. Mathematical Modelling: Theory and Applications. Springer, Amsterdam (2007)

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