On the stochastic systems of differential-algebraic type

zbMATH Open1339.60074MaRDI QIDQ2809842FDOQ2809842

Authors: E. Yu. Mashkov 

Publication date: 30 May 2016

Published in: Journal of Computational and Engineering Mathematics (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/jcem38

Recommendations

• Stochastic differential-algebraic equations of index 1
• Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations
• Linear stochastic differential-algebraic equations with constant coefficients
• Regular systems of differential-algebraic equations
• Stochastic differential algebraic equations of index 1 and applications in circuit simulation.

zbMATH Keywords

Wiener processstochastic differential-algebraic systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (4)

• Linear stochastic differential-algebraic equations with constant coefficients
• Stochastic differential-algebraic equations of index 1
• Title not available (Why is that?)
• Stochastic differential systems. Proceedings of the 3rd Bad Honnef Conference, June 3-7, 1985

This page was built for publication: On the stochastic systems of differential-algebraic type

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2809842)