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Stochastic Flow and Noise Associated with the Tanaka Stochastic Differential Equation

✍ Scribed by S. Watanabe

Book ID
110289135
Publisher
Springer
Year
2000
Tongue
English
Weight
282 KB
Volume
52
Category
Article
ISSN
0041-5995

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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