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

Seifedine Kadry, Abdelkhalak El Hami

American University of the Middle East, Egaila, Kuwait.
LOFIMS Laboratory, INSA de Rouen, Rouen, France.

DOI: 10.4236/jmf.2014.44021                

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 = x₀ + bⁿ, where the initial value x₀ and b, are random variables.

Keywords

Stochastic Linear Difference Equations, Random Variables, Closed Form Solution, Direct Transformation Technique

Conflicts of Interest

The authors declare no conflicts of interest.

References

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