Determining the First Probability Density Function of Linear Random Initial Value Problems by the Random Variable Transformation (RVT) Technique: A Comprehensive Study

Figure 7

Plot of 𝑓₁(𝑧,𝑡) given by (86) in Example 16 at different values of 𝑡={0,0.25,0.5,…,2} in the case that 𝑍₀∼Exp(1), 𝑡₀=0, 𝑎=−1, and 𝑏=1.