Probabilistic solution of random homogeneous linear second-order difference equations-Reference-Cited by-同舟云学术

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Probabilistic solution of random homogeneous linear second-order difference equations

Published:2014-08 Issue: Volume:34 Page:27-32
ISSN:0893-9659
Container-title:Applied Mathematics Letters
language:en
Short-container-title:Applied Mathematics Letters

Author:

Casabán M.-C.^ORCID,Cortés J.-C.^ORCID,Romero J.-V.^ORCID,Roselló M.-D.^ORCID

Publisher

Elsevier BV

Subject

Applied Mathematics

Reference14 articles.

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

2. Modeling with Itô Stochastic Differential Equations;Allen,2007

3. Random Differential Equations in Science and Engineering;Soong,1973

4. Stochastic Finite Elements: A Spectral Approach;Ghanem,2003

5. Applied Econometric Times Series;Enders,1995

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