Stochastic differential equations with random coefficients

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.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.identifier.idgrec146396
dc.identifier.issn1350-7265
dc.identifier.urihttps://hdl.handle.net/2445/23385
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.rights.accessRightsinfo:eu-repo/semantics/openAccess
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

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