Solving some stochastic differential equation using Dirichlet distributions
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Cites work
- A new multivariate transform and the distribution of a random functional of a Ferguson-Dirichlet process
- A novel extension of randomly weighted averages
- Characterizations of arcsin and related distributions based on a new generalized unimodality
- scientific article; zbMATH DE number 4044837 (Why is no real title available?)
- On products and mixed sums of gamma and beta random variables motivated by availability
- Randomly weighted averages with beta random proportions
- Use of moments in distribution theory: A multivariate case
Cited in
(6)- Solutions of stochastic partial differential equations considered as Dirichlet processes
- A stochastic diffusion process for the Dirichlet distribution
- A revisit of the distribution of linear combinations of Dirichlet components
- The stochastic linear combination of Dirichlet distributions
- Linear and nonlinear Dirichlet share equations models
- Randomly weighted averages on multivariate Dirichlet distributions with generalized parameters
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