Title :
Stochastic integral equations controlled by collor processes
Author_Institution :
Brown University, Providence, RI, USA
Abstract :
A new definition of solutions of stochastic differential equations driven by COLLOR (continuous on the left, with finite limit on the right) processes is given. A generalization of solutions in Stratonovich sense is obtained. Existence, uniqueness and some properties of these solutions are discussed.
Keywords :
Differential equations; Integral equations; Mathematics; Process control; Robustness; Stochastic processes;
Conference_Titel :
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location :
Los Angeles, California, USA
DOI :
10.1109/CDC.1987.272494
