Title of article
Measurements of ordinary and stochastic differential equations
Author/Authors
Ubّe، نويسنده , , Jan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
17
From page
315
To page
331
Abstract
Solutions to stochastic differential equations depends on the method of approximation. In this paper we give a very simple demonstration that ordinary differential equations, too, exhibit this kind of behavior when the coefficients are measure-valued distributions. We then proceed to show that the Itô and the Stratonovich solutions can be viewed as similar cases within this framework.
Keywords
Multiplication of generalized functions , Ordinary and stochastic differential equations
Journal title
Stochastic Processes and their Applications
Serial Year
2000
Journal title
Stochastic Processes and their Applications
Record number
1576693
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