most citedOn the approximation of the probability density function of the randomized non-autonomous complete linear differential equation

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math.PR2018★ 1 cited

On the approximation of the probability density function of the randomized non-autonomous complete linear differential equation

J. Catatayud, J. -C. Cortes, M. Jornet

In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed t…