Abstract
In this article we analyze the randomized non-autonomous Bertalanffy modelwhere and are stochastic processes and is a random variable, all of them defined in an underlying complete probability space. Under certain assumptions on a, b and , we obtain a solution stochastic process, , both in the sample path and in the mean square senses. By using the random variable transformation technique and Karhunen-Loeve expansions, we construct a sequence of probability density functions that under certain conditions converge pointwise or uniformly to the density function of , . This permits approximating the expectation and the variance of . At the end, numerical experiments are carried out to put in practice our theoretical findings.
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