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On the random Gamma function: theory and computing

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On the random Gamma function: theory and computing

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Braunmann, C.; Cortés, J.; Jódar Sánchez, LA.; Villafuerte, L. (2018). On the random Gamma function: theory and computing. Journal of Computational and Applied Mathematics. 335:142-155. https://doi.org/10.1016/j.cam.2017.11.045

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/121427

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Title: On the random Gamma function: theory and computing
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Abstract:
[EN] This paper deals with the extension, in the mean square sense, of the deterministic gamma function to the random framework. In a first step, we provide such extension to Gamma(A) by assuming that the parameter A is a ...[+]
Subjects: Random gamma function , Mean square stochastic calculus , Mean fourth stochastic calculus , Stochastic computations
Copyrigths: Embargado
Source:
Journal of Computational and Applied Mathematics. (issn: 0377-0427 )
DOI: 10.1016/j.cam.2017.11.045
Publisher:
Elsevier
Publisher version: http://doi.org/10.1016/j.cam.2017.11.045
Project ID: info:eu-repo/grantAgreement/FCT/5876/147409/PT
Thanks:
This work has been partially supported by the Spanish M.C.Y.T. grant: MTM2013-41765-P and Mexican Conacyt. Carlos A. Braumann is a member of the Centro de Investigacao em Matematica e Aplicacoes (CIMA), Universidade de ...[+]
Type: Artículo

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