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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
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
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
Linking options:
https://www.mathnet.ru/eng/tvp1465https://doi.org/10.4213/tvp1465 https://www.mathnet.ru/eng/tvp/v43/i2/p272
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Abstract page: | 290 | Full-text PDF : | 178 | First page: | 10 |
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