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A non-linear stochastic differential equation: Exact critical statics and dynamics

✍ Scribed by N. Banai; L. Brenig


Book ID
108002710
Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
694 KB
Volume
119
Category
Article
ISSN
0378-4371

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A Non-linear Stochastic Differential Equ
✍ Aline Bonami; FranΓ§ois Bouchut; Emmanuel CΓ©pa; Dominique LΓ©pingle πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 157 KB

We consider a non-linear stochastic differential equation which involves the Hilbert transform, X t =\_ } B t +2\* t 0 Hu(s, X s ) ds. In the previous equation, u(t, } ) is the density of + t , the lax of X t , and H represents the Hilbert transform in the space variable. In order to define correctl