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文章基本信息

  • 标题:Solution of Stochastic Non-Homogeneous Linear First-Order Difference Equations
  • 本地全文:下载
  • 作者:Seifedine Kadry ; Abdelkhalak El Hami
  • 期刊名称:Journal of Mathematical Finance
  • 印刷版ISSN:2162-2434
  • 电子版ISSN:2162-2442
  • 出版年度:2014
  • 卷号:04
  • 期号:04
  • 页码:245-248
  • DOI:10.4236/jmf.2014.44021
  • 语种:English
  • 出版社:Scientific Research Publishing
  • 摘要:In this paper, the closed form solution of the non-homogeneous linear first-order difference equation is given. The studied equation is in the form: xn = x0 + bn, where the initial value x0 and b, are random variables.
  • 关键词:Stochastic Linear Difference Equations; Random Variables; Closed Form Solution; Direct Transformation Technique
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