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Colored noise in a stochastic differential equation

✍ Scribed by A.E. Sitnitsky

Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
134 KB
Volume
162
Category
Article
ISSN
0375-9601

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## Abstract Stochastic differential equations in ℝ^__n__^ with random coefficients are considered where one continuous driving process admits a generalized quadratic variation process. The latter and the other driving processes are assumed to possess sample paths in the fractional Sobolev space __W