Cortés, J.-C.; Romero, J.-V.; Sánchez Sánchez, A.; Villanueva Micó, Rafael Jacinto(Mili Publications, 2015-11)
[EN] This paper deals with modelling interest rate using continuous models with uncertainty based on Itô-type stochastic differential equations. It is provided an analysis of theoretical aspects that involves the so-called ...
[EN] In this paper, the first probability density function of the solution
stochastic process to random autonomous first-order linear systems of ordinary differential
equations is determinated. It is done under the general ...