Some Probability Characteristics of the Solution of Stochastic Fredholm Integral Equation Contain Brownian Motion.

W. Muflih, Mohammad; S. Mohammed, Areej

doi:10.37652/juaps.2013.85010

	Some Probability Characteristics of the Solution of Stochastic Fredholm Integral Equation Contain Brownian Motion.
Journal of University of Anbar for Pure Science
Article 50, Volume 7, Issue 2, August 2013, Pages 1-6 PDF (525.39 K)
Document Type: Research Paper
DOI: 10.37652/juaps.2013.85010
Authors
Mohammad W. Muflih^* ; Areej S. Mohammed
University of Baghdad - Ibn-Al-Haitham College of Education.
Abstract
In this paper, some probability characteristics (probability density, characteristic, covariance, and spectral density) functions are derived depending on the smallest variance of the solution of a supposing stochastic Fredholm integral equation contains the Brownian motion by adomian decomposition method.
Keywords
Brownian motion; stochastic Fredholm integral equation; Adomian decomposition method

References
Adomian G., 1994, Solving Frontier Problems of Physics, the decomposition Method, Kluwer, Dordrecht, Holland. Cherruault Y. and Saccomandi G., 1992, New Results for Convergence of Adomian Method Applied to Integral Equations, Math 1. Comput. Model. 16(2) :83-93. Basu, A. K., 2003, Introduction to Stochastic Process, Alpha International Ltd, Pangbourne, England. Vahidi .A.R. and Mokhtari .M., (2008), On The Decomposition Method for System of Linear Fredholm Integral Equation of The Second Kind, Applied Mathematical Sciences, Vol.2, No.2, pp.57-62. Mohammad.W.Muflih, (2011), Some Probability Characteristic Functions of the solution of a stochastic Non-Linear Fredholm Integral Equation of the second kind, Baghdad Science Journal, Vol.8, No.(2). Emanuel Parzen, (1926), Stochastic Processes, Holden – Day, Inc. Kannan D., (1979) An Introduction to Stochastic Processes, Elsevier North Holland, Inc.
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