Una nota sobre una clase de ecuaciones diferenciales con condición inicial aleatoria

  1. José Manuel López Ballesteros
  2. Clara Burgos
  3. Julia Calatayud
  4. Juan Carlos Cortés
  5. Marc Jornet
Journal:
Boletín de la Sociedad Puig Adam de profesores de matemáticas

ISSN: 1135-0261

Year of publication: 2018

Issue: 105

Pages: 64-73

Type: Article

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Abstract

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.

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