General Matrix-Valued Inhomogeneous Linear Stochastic Differential Equations and Applications

Simple item page
dc.creatorDuan, Jinqiao
dc.creatorYan, Jia-an
dc.date2008-08-07
dc.date.accessioned2026-07-07T09:55:37Z
dc.date.available2026-07-07T09:55:37Z
dc.descriptionThe expressions of solutions for general $n\times m$ matrix-valued inhomogeneous linear stochastic differential equations are derived. This generalizes a result of Jaschke (2003) for scalar inhomogeneous linear stochastic differential equations. As an application, some $\R^n$ vector-valued inhomogeneous nonlinear stochastic differential equations are reduced to random differential equations, facilitating pathwise study of the solutions.
dc.identifierhttps://arxiv.org/abs/0808.1112
dc.identifierhttp://arxiv.org/abs/0808.1112
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/166690
dc.subjectDynamical Systems
dc.subjectProbability
dc.titleGeneral Matrix-Valued Inhomogeneous Linear Stochastic Differential Equations and Applications
dc.typetext

Files

Collections

arXiv