Title of article
Probabilistic solution of random homogeneous linear second-order difference equations
Author/Authors
Casabلn Juliلn، نويسنده , , M.-C. and Cortés، نويسنده , , J.-C. and Romero، نويسنده , , J.-V. and Rosellَ، نويسنده , , M.-D.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2014
Pages
6
From page
27
To page
32
Abstract
This paper deals with the computation of the first probability density function of the solution of random homogeneous linear second-order difference equations by the Random Variable Transformation method. This approach allows us to generalize the classical solution obtained in the deterministic scenario. Several illustrative examples are provided.
Keywords
Random Variable Transformation method , Random homogeneous linear second-order difference equations , First probability density function
Journal title
Applied Mathematics Letters
Serial Year
2014
Journal title
Applied Mathematics Letters
Record number
1529291
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