Solving some stochastic differential equation using Dirichlet distributions

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
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.
Language:
English
Published:
Computational Methods for Differential Equations, Volume:9 Issue: 2, Spring 2021
Pages:
393 to 398
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