Solving some stochastic differential equation using Dirichlet distributions

DOI10.22034/CMDE.2019.32914.1533zbMath1499.60037OpenAlexW3013658752MaRDI QIDQ5025457

Hawre Hadad, Rahman Farnoosh, Mohammad Hassan Behzadi, Hazhir Homei

Publication date: 2 February 2022

Full work available at URL: https://cmde.tabrizu.ac.ir/article_10324_cc28d04aa0f66ed68800b2c95ebd51c7.pdf

zbMATH Keywords

lifetimedependent componentsstochastic linear combination

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

The stochastic linear combination of Dirichlet distributions

Cites Work

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• Use of moments in distribution theory: A multivariate case
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• A new multivariate transform and the distribution of a random functional of a Ferguson-Dirichlet process
• Characterizations of arcsin and related distributions based on a new generalized unimodality

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