𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the low-dimensional modelling of Stratonovich stochastic differential equations

✍ Scribed by Chao Xu; A.J. Roberts

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
834 KB
Volume
225
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

On the mathematical modelling of physica
On the mathematical modelling of physical systems by ordinary differential stochastic equations
✍ N. Bellomo; E. Cafaro; G. Rizzi πŸ“‚ Article πŸ“… 1984 πŸ› Elsevier Science 🌐 English βš– 577 KB

This paper deals with the problem of defining and analysing a general mathematical model for the analysis of physical systems described by ordinary stochastic differential equations with random coefficients and initial conditions. The existence, continuity and stability of the evolution process defi

A Stochastic Differential Equation for a
A Stochastic Differential Equation for a Class of Feller's One-dimensional Diffusion
✍ JΓΌrgen Groh πŸ“‚ Article πŸ“… 1982 πŸ› John Wiley and Sons 🌐 English βš– 252 KB πŸ‘ 1 views

Sarh processes X were first described by WILLIAN FELLER in a purely analytical way, using the generalized second-order differential operator U,D;. In the rase of natural boundaries of the state space R and a trivial road map p(xj =x, these diffusion processes are martingales. In the present paper it