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Linear stochastic differential-algebraic equations with constant coefficients
Stochastic differential-algebraic equations Random distributions
2009/4/23
We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a gene...
Linear stochastic differential-algebraic equations with constant coefficients
differential-algebraic equations constant coefficients white noise
2009/4/3
We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a gene...