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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 2, Pages 272–293
DOI: https://doi.org/10.4213/tvp1465 (Mi tvp1465) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Associated solutions of equations in differentialsin the direct product of algebras of generalized random processes

N. V. Lazakovich, S. P. Stashulenok, T. V. Stemkovskaya

Belarusian State University, Faculty of Mathematics and Mechanics
Full-text PDF (884 kB) Citations (2)
DOI: https://doi.org/10.4213/tvp1465
Abstract: In the direct product of algebras of generalized random process, equations in differentials and their associated solutions are considered. It is proved that, in some cases, they are solutions of the corresponding Ito stochastic differential equations, and, in other cases, they are solutions of the Stratonovich equations.
Keywords: stochastic differential equations, Ito and Stratonovich equations, direct product of algebrasof generalized random processes, Ito and Stratonovich generalized differentials, associated solutions of equations in differentials.
Received: 22.02.1996
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 2, Pages 221–238
DOI: https://doi.org/10.1137/S0040585X97976842
Bibliographic databases:
Language: Russian
Citation: N. V. Lazakovich, S. P. Stashulenok, T. V. Stemkovskaya, “Associated solutions of equations in differentialsin the direct product of algebras of generalized random processes”, Teor. Veroyatnost. i Primenen., 43:2 (1998), 272–293; Theory Probab. Appl., 43:2 (1999), 221–238
Citation in format AMSBIB
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\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 2
\pages 221--238
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  • https://www.mathnet.ru/eng/tvp/v43/i2/p272
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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