𝔖 Bobbio Scriptorium
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Averaging of stochastic systems of integral-differential equations with ≪Poisson noise≫

✍ Scribed by V. G. Kolomiets; A. I. Mel'nikov


Book ID
112472811
Publisher
Springer
Year
1991
Tongue
English
Weight
298 KB
Volume
43
Category
Article
ISSN
0041-5995

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The Itô and Stratonovich integrals for s
✍ Mircea Grigoriu 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 808 KB

The relationship between the It6 and the Stratonovich integrals used for solving stochastic differential equations with Gaussian white noise is well known. However, this relationship seems to be less clear when dealing with stochastic differential equations driven by Poisson white noise. It is shown