Second order linear differential equations with analytic uncertainties: Stochastic analysis via the computation of the probability density function

Marc Jornet, Julia Calatayud Gregori, Olivier P. Le Maître, Juan Carlos Cortés. Second order linear differential equations with analytic uncertainties: Stochastic analysis via the computation of the probability density function. J. Computational Applied Mathematics, 374:112770, 2020. [doi]

@article{JornetGMC20,
  title = {Second order linear differential equations with analytic uncertainties: Stochastic analysis via the computation of the probability density function},
  author = {Marc Jornet and Julia Calatayud Gregori and Olivier P. Le Maître and Juan Carlos Cortés},
  year = {2020},
  doi = {10.1016/j.cam.2020.112770},
  url = {https://doi.org/10.1016/j.cam.2020.112770},
  researchr = {https://researchr.org/publication/JornetGMC20},
  cites = {0},
  citedby = {0},
  journal = {J. Computational Applied Mathematics},
  volume = {374},
  pages = {112770},
}