Stochastic Derivation of An Integral Equation for Characteristic Functions

Authors

  • Panagiotis T. Artikis Section of Mathematics and Inforamtics, Pedagogical Department, University of Athens, 20 Hippocratous Str., 10680 Athens, Greece
  • Constantinos T. Artikis Ethniki Asfalisiki-Insurance Company, 103-105 Syngrou Avenue, 117 45 Athens, Greece

DOI:

https://doi.org/10.26713/jims.v1i2%20&%203.15

Keywords:

Integral equation, characteristic function, stochastic model

Abstract

Functional, integral and differential equations of transformed characteristic functions are very strong analytical tools for establishing characterizations of probability distributions. The present paper establishes a characterization of the distribution of a fundamental stochastic multiplicative model by making use of an integral equation based on three well known transformed characteristic functions.

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CITATION

How to Cite

Artikis, P. T., & Artikis, C. T. (2009). Stochastic Derivation of An Integral Equation for Characteristic Functions. Journal of Informatics and Mathematical Sciences, 1(2 & 3), 113–120. https://doi.org/10.26713/jims.v1i2 & 3.15

Issue

Vol. 1 No. 2 & 3 (2009)

Section

Research Articles

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