Julia Calatayud, Tomas Caraballo, Juan Carlos Cortes, Marc Jornet
Abstract:
In this article we analyze the randomized non-autonomous Bertalanffy model
where
and
are stochastic processes and
is a random variable, all of them defined in an underlying complete probability space.
Under certain assumptions on a, b and
, we obtain a solution stochastic process,
, both in the sample path and in the mean square senses.
By using the random variable transformation technique and Karhunen-Loeve expansions,
we construct a sequence of probability density functions that under certain conditions
converge pointwise or uniformly to the density function of
,
.
This permits approximating the expectation and the variance of
.
At the end, numerical experiments are carried out to put in
practice our theoretical findings.
Submitted July 20, 2019. Published May 26, 2020.
Math Subject Classifications: 34F05, 60H35, 60H10, 65C30.
Key Words: Random non-autonomous Bertalanffy model;
random differential equation; random variable transformation technique;
Karhunen-Loeve expansion; probability density function.
DOI: 10.58997/ejde.2020.50
Show me the PDF file (542 KB), TEX file for this article.
Julia Calatayud Instituto Universitario de Matemática Multidisciplinar Universitat Politècnica de València Camino de Vera s/n, 46022 Valencia, Spain email: jucagre@doctor.upv.es | |
Tomás Caraballo Dpto. Ecuaciones Diferenciales y Análisis Numérico Universidad de Sevilla c/ Tarfia s/n, 41012 Sevilla, Spain email: caraball@us.es | |
Juan Carlos Cortés Instituto Universitario de Matemática Multidisciplinar Universitat Politècnica de València Camino de Vera s/n, 46022 Valencia, Spain email: jccortes@imm.upv.es | |
Marc Jornet Instituto Universitario de Matemática Multidisciplinar Universitat Politècnica de València Camino de Vera s/n, 46022 Valencia, Spain email: marjorsa@doctor.upv.es |
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