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2016 Random First-Order Linear Discrete Models and Their Probabilistic Solution: A Comprehensive Study
M.-C. Casabán, J.-C. Cortés, J.-V. Romero, M.-D. Roselló
Abstr. Appl. Anal. 2016: 1-22 (2016). DOI: 10.1155/2016/6372108

Abstract

This paper presents a complete stochastic solution represented by the first probability density function for random first-order linear difference equations. The study is based on Random Variable Transformation method. The obtained results are given in terms of the probability density functions of the data, namely, initial condition, forcing term, and diffusion coefficient. To conduct the study, all possible cases regarding statistical dependence of the random input parameters are considered. A complete collection of illustrative examples covering all the possible scenarios is provided.

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M.-C. Casabán. J.-C. Cortés. J.-V. Romero. M.-D. Roselló. "Random First-Order Linear Discrete Models and Their Probabilistic Solution: A Comprehensive Study." Abstr. Appl. Anal. 2016 1 - 22, 2016. https://doi.org/10.1155/2016/6372108

Information

Received: 3 October 2015; Accepted: 1 February 2016; Published: 2016
First available in Project Euclid: 19 May 2016

zbMATH: 06929383
MathSciNet: MR3490100
Digital Object Identifier: 10.1155/2016/6372108

Rights: Copyright © 2016 Hindawi

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