Zobrazeno 1 - 10
of 73
pro vyhledávání: '"J.-V. Romero"'
Publikováno v:
AIMS Mathematics, Vol 7, Iss 1, Pp 1486-1506 (2022)
Random initial value problems to non-homogeneous first-order linear differential equations with complex coefficients are probabilistically solved by computing the first probability density of the solution. For the sake of generality, coefficients and
Externí odkaz:
https://doaj.org/article/045961160e7e4d67b1bedada830d0305
Publikováno v:
Abstract and Applied Analysis, Vol 2016 (2016)
This paper presents a complete stochastic solution represented by the first probability density function for random first-order linear difference equations. The study is based on Random Variable Transformation method. The obtained results are given i
Externí odkaz:
https://doaj.org/article/d8d2351068cd49649461482cf35a13f2
Publikováno v:
Abstract and Applied Analysis, Vol 2016 (2016)
This paper deals with the numerical solution of the random Cauchy one-dimensional heat model. We propose a random finite difference numerical scheme to construct numerical approximations to the solution stochastic process. We establish sufficient con
Externí odkaz:
https://doaj.org/article/ce76cef546934acf94fedc14fb029acd
Publikováno v:
Abstract and Applied Analysis, Vol 2014 (2014)
Deterministic differential equations are useful tools for mathematical modelling. The consideration of uncertainty into their formulation leads to random differential equations. Solving a random differential equation means computing not only its solu
Externí odkaz:
https://doaj.org/article/6c47f9e031df432ea36062555895452d
Publikováno v:
Abstract and Applied Analysis, Vol 2013 (2013)
This paper presents a computational study on a quasi-Galerkin projection-based method to deal with a class of systems of random ordinary differential equations (r.o.d.e.’s) which is assumed to depend on a finite number of random variables (r.v.’s
Externí odkaz:
https://doaj.org/article/d3c9fbc403b1428ca204709bd2cd9183
Publikováno v:
Abstract and Applied Analysis, Vol 2013 (2013)
The consideration of uncertainty in differential equations leads to the emergent area of random differential equations. Under this approach, inputs become random variables and/or stochastic processes. Often one assumes that inputs are independent, a
Externí odkaz:
https://doaj.org/article/132b1d63dab34715ad1ec479f0be4cb1
Publikováno v:
Abstract and Applied Analysis, Vol 2012 (2012)
A new discretization strategy is introduced for the numerical solution of partial integrodifferential equations appearing in option pricing jump diffusion models. In order to consider the unknown behaviour of the solution in the unbounded part of the
Externí odkaz:
https://doaj.org/article/846670f99550448985bae94fd2a45b59
Publikováno v:
Journal of the Franklin Institute. 360:4852-4879
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Akademický článek
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