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Elect. Comm. in Probab. 11 (2006), 316335 COMMUNICATIONS
 

Summary: Elect. Comm. in Probab. 11 (2006), 316­335
ELECTRONIC
COMMUNICATIONS
in PROBABILITY
LINEAR STOCHASTIC DIFFERENTIAL-ALGEBRAIC
EQUATIONS WITH CONSTANT COEFFICIENTS
AURELI ALABERT 1
Departament de Matem`atiques
Universitat Aut`onoma de Barcelona
08193 Bellaterra, Catalonia
email: Aureli.Alabert@uab.cat
MARCO FERRANTE 2
Dipartimento di Matematica Pura ed Applicata
Universit`a degli Studi di Padova
via Trieste 63, 35121 Padova, Italy
email: Marco.Ferrante@unipd.it
Submitted 30 June 2005, accepted in final form 28 November 2006
AMS 2000 Subject classification: 60H10, 34A09
Keywords: Stochastic differential-algebraic equations, Random distributions
Abstract

  

Source: Alabert, Aureli - Departament de Matemàtiques, Universitat Auṭnoma de Barcelona

 

Collections: Mathematics