Solution of Stochastic Non-Homogeneous Linear First-Order Difference Equations

¹ American University of the Middle East, Egaila, Kuwait

² LOFIMS Laboratory, INSA de Rouen, Rouen, France

Abstract

In this paper, the closed form solution of the non-homogeneous linear first-order difference equation is given. The studied equation is in the form: x n = x 0 + b n , where the initial value x 0 and b , are random variables.

KeywordsStochastic Linear Difference EquationsRandom VariablesClosed Form SolutionDirect Transformation Technique

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Solution of Stochastic Non-Homogeneous Linear First-Order Difference Equations

Abstract

References (9)