Construction of Equivalent Stochastic Differential Equation Models
โ Scribed by Allen, Edward J.; Allen, Linda J. S.; Arciniega, Armando; Greenwood, Priscilla E.
- Book ID
- 115471422
- Publisher
- Taylor and Francis Group
- Year
- 2008
- Tongue
- English
- Weight
- 306 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0736-2994
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In this paper, a stochastic mean square version of Lax's equivalence theorem for Hilbert space valued stochastic differential equations with additive and multiplicative noise is proved. Definitions for consistency, stability, and convergence in mean square of an approximation of a stochastic differe
Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. To date exact formulas for the Lyapunov exponent, the criteria for the moment and almost sure sta