Computing the two first probability density functions of the random Cauchy-Euler differential equation: Study about regular-singular points

[EN] In this paper the randomized Cauchy-Euler differential equation is studied. With this aim, from a statistical point of view, both the first and second probability density functions of the solution stochastic process are computed. Then, the main statistical functions, namely, the mean, the variance and the covariance functions are determined as well. The study includes the computation of the first and second probability density functions of the regular-singular infinite point via an adequate mapping transforming the problem about the origin. The study is strongly based upon the Random Variable Transformation technique along with some results that have been recently published by some of authors to the random homogeneous linear second-order differential equation. Finally, an illustrative example is shown.This work has been partially supported by the Ministerio de Economía y Competitividad grant MTM2013-41765-P. Ana Navarro Quiles acknowledges the doctorate scholarship granted by Programa de Ayudas de Investigación y Desarrollo (PAID), Universitat Politècnica de València.Cortés, J.; Navarro-Quiles, A.; Romero, J.; Roselló, M. (2017). Computing the two first probability density functions of the random Cauchy-Euler differential equation: Study about regular-singular points. Applied Mathematics and Nonlinear Sciences. 2(1):213-224. https://doi.org/10.21042/AMNS.2017.1.000182132242