<abstract xmlns="http://www.w3.org/1999/xhtml"><p>In this paper the randomized Cauchy-Euler differential equation is studied. With this aim, from a statistical point of view, both the first and second probability density functions of the solution stochastic process are computed. Then, the main statistical functions, namely, the mean, the variance and the covariance functions are determined as well. The study includes the computation of the first and second probability density functions of the regular-singular infinite point via an adequate mapping transforming the problem about the origin. The study is strongly based upon the Random Variable Transformation technique along with some results that have been recently published by some of authors to the random homogeneous linear second-order differential equation. Finally, an illustrative example is shown.</p></abstract>

In this paper the randomized Cauchy-Euler differential equation is studied. With this aim, from a statistical point of view, both the first and second probability density functions of the solution stochastic process are computed. Then, the main statistical functions, namely, the mean, the variance and the covariance functions are determined as well. The study includes the computation of the first and second probability density functions of the regular-singular infinite point via an adequate mapping transforming the problem about the origin. The study is strongly based upon the Random Variable Transformation technique along with some results that have been recently published by some of authors to the random homogeneous linear second-order differential equation. Finally, an illustrative example is shown.

Computing the two first probability density functions of the random Cauchy-Euler differential equation: Study about regular-singular points

Applied Mathematics and Nonlinear Sciences

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

In this paper the randomized Cauchy-Euler differential equation is studied. With this aim, from a statistical point of view, both the first and second...

Computing the two first probability density functions of the random Cauchy-Euler differential equation: Study about regular-singular points

Publié en ligne: 23 juin 2017

Pages: 213 - 224

Reçu: 22 févr. 2017

Accepté: 23 juin 2017

DOI: https://doi.org/10.21042/AMNS.2017.1.00018

Mots clés
random Cauchy-Euler differential equation, Random Variable Transformation technique, first and second probability density functions

© 2017 J.-C. Cortés, A. Navarro-Quiles, J.-V. Romero, M.-D. Roselló, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Computing the two first probability density functions of the random Cauchy-Euler differential equation: Study about regular-singular points

Publié en ligne: 23 juin 2017

Pages: 213 - 224

Reçu: 22 févr. 2017

Accepté: 23 juin 2017

DOI: https://doi.org/10.21042/AMNS.2017.1.00018

Mots clésrandom Cauchy-Euler differential equation, Random Variable Transformation technique, first and second probability density functions

© 2017 J.-C. Cortés, A. Navarro-Quiles, J.-V. Romero, M.-D. Roselló, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Mots clés
random Cauchy-Euler differential equation, Random Variable Transformation technique, first and second probability density functions