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
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
