Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty-Reference-Cited by-同舟云学术

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Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty

Published:2018-08 Issue: Volume:337 Page:190-208
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Cortés J.-C.,Navarro-Quiles A.,Romero J.-V.^ORCID,Roselló M.-D.^ORCID

Funder

Ministerio de Economía y Competitividad

Programa de Ayudas de Investigación y Desarrollo (PAID), Universitat Politècnica de València

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference17 articles.

1. Uncertainty Quantification: Theory, Implementation, and Applications;Smith,2014

2. Stochastic Differential Equations: An Introduction with Applications;Øksendal,2010

3. An Introduction to Computational Stochastic PDEs;Lord,2014

4. Numerical Solution of Stochastic Differential Equations;Kloeden,1999

5. Modeling With Itô Stochastic Differential Equations;Allen,2007

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