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Random Hermite differential equations: Mean square power series solutions and statistical properties. (English) Zbl 1247.60101
A construction of a random power series solution of second order linear random Hermite differential equations is given. The authors provide conditions in order to obtain random polynomial solutions and the main statistical functions of the approximate stochastic process solution generated by truncation of the exact power series solution are given.
MSC:
60H25Random operators and equations
34F05ODE with randomness
References:
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