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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1998 Volume 43, Issue 2, Pages 272–293 (Mi tvp1465)

This article is cited in 2 papers

Associated solutions of equations in differentialsin the direct product of algebras of generalized random processes

N. V. Lazakovich, S. P. Stashulenok, T. V. Stemkovskaya

Belarusian State University, Faculty of Mathematics and Mechanics

Abstract: In the direct product of algebras of generalized random process, equations in differentials and their associated solutions are considered. It is proved that, in some cases, they are solutions of the corresponding Ito stochastic differential equations, and, in other cases, they are solutions of the Stratonovich equations.

Keywords: stochastic differential equations, Ito and Stratonovich equations, direct product of algebrasof generalized random processes, Ito and Stratonovich generalized differentials, associated solutions of equations in differentials.

Received: 22.02.1996

DOI: 10.4213/tvp1465


 English version:
Theory of Probability and its Applications, 1999, 43:2, 221–238

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