Solving some stochastic differential equation using Dirichlet distributions

Document Type : Research Paper

Authors

1 Department of Statistics, Sciences and Research branch, Islamic Azad University, Tehran, Iran.

2 Department of Statistic University of Tabriz P.O.Box 51666-16471 Tabriz, Iran.

3 School of Mathematics ,Iran University of Science and Technology, Tehran, Iran.

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

Computational Methods for Differential Equations
Volume 9, Issue 2
April 2021
Pages 393-398

Files

History

  • Receive Date: 28 April 2019
  • Revise Date: 19 January 2020
  • Accept Date: 27 January 2020

Share

How to cite

Statistics