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Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/23385
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dc.contributor.authorKohatsu-Higa, Arturocat
dc.contributor.authorLeón, J. A. (León Vázquez, Jorge A.)cat
dc.contributor.authorNualart, David, 1951-cat
dc.date.accessioned2012-04-10T09:41:19Z-
dc.date.available2012-04-10T09:41:19Z-
dc.date.issued1997-
dc.identifier.issn1350-7265-
dc.identifier.urihttp://hdl.handle.net/2445/23385-
dc.description.abstractIn 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.extent13 p.-
dc.format.mimetypeapplication/pdf-
dc.language.isoengeng
dc.publisherBernoulli Society for Mathematical Statistics and Probability-
dc.relation.isformatofReproducció del document publicat a: http://projecteuclid.org/euclid.bj/1177526731-
dc.relation.ispartofBernoulli, 1997, vol. 3, núm. 2, p. 233-245-
dc.rights(c) ISI/BS, International Statistical Institute, Bernoulli Society, 1997-
dc.sourceArticles publicats en revistes (Matemàtiques i Informàtica)-
dc.subject.classificationEquacions diferencials estocàstiquescat
dc.subject.classificationIntegralscat
dc.subject.otherStochastic differential equationseng
dc.subject.otherIntegralseng
dc.titleStochastic differential equations with random coefficientseng
dc.typeinfo:eu-repo/semantics/article-
dc.typeinfo:eu-repo/semantics/publishedVersion-
dc.identifier.idgrec146396-
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess-
Appears in Collections:Articles publicats en revistes (Matemàtiques i Informàtica)

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