Solving some stochastic differential equation using Dirichlet distributions
Publish Year: 1400
Type: Journal paper
Language: English
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Document National Code:
JR_CMDE-9-2_005
Index date: 4 February 2023
Solving some stochastic differential equation using Dirichlet distributions abstract
Stochastic linear combinations of some random vectors are studied where the distribution of the random vectors and the joint distribution of their coefficients have Dirichlet distributions. A method is provided for calculating the distribution of these combinations which has been studied before. Our main result is the same as but from a different point of view.
Solving some stochastic differential equation using Dirichlet distributions Keywords:
Solving some stochastic differential equation using Dirichlet distributions authors
Hawre Hadad
Department of Statistics, Sciences and Research branch, Islamic Azad University, Tehran, Iran.
Hazhir Homei
Department of Statistic University of Tabriz P.O.Box ۵۱۶۶۶-۱۶۴۷۱ Tabriz, Iran.
Mohammad Hassan Behzadi
Department of Statistics, Sciences and Research branch, Islamic Azad University, Tehran, Iran.
Rahman Farnoosh
School of Mathematics ,Iran University of Science and Technology, Tehran, Iran.