DocumentCode
3084842
Title
Stochastic integral equations controlled by collor processes
Author
Ferreyra, G.S.
Author_Institution
Brown University, Providence, RI, USA
Volume
26
fYear
1987
fDate
9-11 Dec. 1987
Firstpage
769
Lastpage
770
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location
Los Angeles, California, USA
Type
conf
DOI
10.1109/CDC.1987.272494
Filename
4049371
Link To Document