A sample treatment of Langevin-type stochastic differential equations

DOI10.1016/0022-247X(71)90116-8MaRDI QIDQ2546403zbMATH OpenOpenAlexFDO

Authors P. A. Ruymgaart, T. T. Soong

Publication date 1971

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247x(71)90116-8

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05)

Cites work

• scientific article; zbMATH DE number 3121911 (Why is no real title available?)
• scientific article; zbMATH DE number 3236476 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Generalized stochastic processes
• On the Convergence of Ordinary Integrals to Stochastic Integrals

Cited in

(1)

• Stochastic extensions to necessary conditions in the theory of the calculus of variations

This page was built for publication: A sample treatment of Langevin-type stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2546403)