Title of article :
Measurements of ordinary and stochastic differential equations
Author/Authors :
Ubّe، نويسنده , , Jan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
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
Journal title :
Stochastic Processes and their Applications