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http://hdl.handle.net/2445/23385
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DC Field | Value | Language |
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dc.contributor.author | Kohatsu-Higa, Arturo | cat |
dc.contributor.author | León, J. A. (León Vázquez, Jorge A.) | cat |
dc.contributor.author | Nualart, David, 1951- | cat |
dc.date.accessioned | 2012-04-10T09:41:19Z | - |
dc.date.available | 2012-04-10T09:41:19Z | - |
dc.date.issued | 1997 | - |
dc.identifier.issn | 1350-7265 | - |
dc.identifier.uri | http://hdl.handle.net/2445/23385 | - |
dc.description.abstract | In this paper we establish the existence and uniqueness of a solution for different types of stochastic differential equation with random initial conditions and random coefficients. The stochastic integral is interpreted as a generalized Stratonovich integral, and the techniques used to derive these results are mainly based on the path properties of the Brownian motion, and the definition of the Stratonovich integral. | eng |
dc.format.extent | 13 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | eng |
dc.publisher | Bernoulli Society for Mathematical Statistics and Probability | - |
dc.relation.isformatof | Reproducció del document publicat a: http://projecteuclid.org/euclid.bj/1177526731 | - |
dc.relation.ispartof | Bernoulli, 1997, vol. 3, núm. 2, p. 233-245 | - |
dc.rights | (c) ISI/BS, International Statistical Institute, Bernoulli Society, 1997 | - |
dc.source | Articles publicats en revistes (Matemàtiques i Informàtica) | - |
dc.subject.classification | Equacions diferencials estocàstiques | cat |
dc.subject.classification | Integrals | cat |
dc.subject.other | Stochastic differential equations | eng |
dc.subject.other | Integrals | eng |
dc.title | Stochastic differential equations with random coefficients | eng |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/publishedVersion | - |
dc.identifier.idgrec | 146396 | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
Files in This Item:
File | Description | Size | Format | |
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146396.pdf | 201.39 kB | Adobe PDF | View/Open |
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