Stochastic Derivation of An Integral Equation for Characteristic Functions

Panagiotis T. Artikis, Constantinos T. Artikis

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.


Keywords


Integral equation; characteristic function; stochastic model

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DOI: http://dx.doi.org/10.26713%2Fjims.v1i2+%26+3.15

eISSN 0975-5748; pISSN 0974-875X