Linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations
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Publication:3607665
DOI10.2991/jnmp.2007.14.3.9zbMath1179.37074MaRDI QIDQ3607665
Chaudry Masood Khalique, Gazanfer Ünal, Ismail Iyigunler
Publication date: 26 February 2009
Published in: Journal of Nonlinear Mathematical Physics (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.954.4802
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34C20: Transformation and reduction of ordinary differential equations and systems, normal forms
37H10: Generation, random and stochastic difference and differential equations
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