Title of article
Solving some stochastic differential equation using Dirichlet distributions
Author/Authors
Hadad ، Hawre Department of Statistics - Islamic Azad University, Tehran Sciences and Research branch , Homei ، Hazhir Department of Statistics - Faculty of Mathematical Science - University of Tabriz , Behzadi ، Mohammad Hassan Department of Statistics - Islamic Azad University, Tehran Sciences and Research branch , Farnoosh ، Rahman School of Mathematics - Iran University of Science and Technology
From page
393
To page
398
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.
Keywords
Stochastic Linear Combination , Dependent Components , Lifetime
Journal title
Computational Methods for Differential Equations
Journal title
Computational Methods for Differential Equations
Record number
2589743
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