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Random Integral Equation of the Volterra Type with Applications

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ABSTRACT
In this paper we shall present some of the most general results which have been obtained to date concerning random integral equations of the Volterra type. Some results of Tsokos [4] are given for the random integral equation; ∫ ( ) t x t w h t w k t w f x w d 0 ( ; ) = ( )+ ( ,τ ; ) τ , (τ ; ) τ (1.1) where t ≥ 0 and 1) w is appoint of Ω ; 2) h(t;w) is the stochastic free term or free random variable defined for 0 ≤ t and w ∈Ω ; 3) x(t;w) is the unknown random variable for each t ≥ 0 4) the stochastic kernel k(t,τ ;w) is defined for 0 ≤τ ≤ t < ∞ and w ∈Ω .
 
Cite this paper
Alafif, H. (2014) Random Integral Equation of the Volterra Type with Applications. Journal of Applied Mathematics and Physics, 2, 138-149. doi: 10.4236/jamp.2014.25018.
 
References
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