Una nota sobre una clase de ecuaciones diferenciales con condición inicial aleatoria
- José Manuel López Ballesteros
- Clara Burgos
- Julia Calatayud
- Juan Carlos Cortés
- Marc Jornet
ISSN: 1135-0261
Datum der Publikation: 2018
Nummer: 105
Seiten: 64-73
Art: Artikel
Andere Publikationen in: Boletín de la Sociedad Puig Adam de profesores de matemáticas
Zusammenfassung
This paper shows a nice connection between Differential Equations and Probability through an illustrative example. We apply a successful algebraic strategy together with properties of expectation operator to determine the main statistical properties (mean, variance and covariance) of the solution to a non-autonomous linear differential equation whose initial condition is a random variable. Theoretical findings are illustrated by means of one example.