On the stochastic systems of differential-algebraic type

MaRDI QIDQ2809842zbMATH OpenFDO

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

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)

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Cited in

(4)

• Linear stochastic differential-algebraic equations with constant coefficients
• Stochastic differential-algebraic equations of index 1
• scientific article; zbMATH DE number 46688 (Why is no real title available?)
• Stochastic differential systems. Proceedings of the 3rd Bad Honnef Conference, June 3-7, 1985

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