• 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