A stochastic algebraic-differential equation of the Newton-Nelson type

DOI10.1007/S10958-024-07092-2MaRDI QIDQ6656410zbMATH OpenFDO

Authors Yuri E. Gliklikh, Mikhail Yu. Ryazantsev

Publication date 2 January 2025

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10958-024-07092-2

zbMATH Keywords

distorted signalsmean derivativestochastic algebraic-differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• Global analysis in mathematical physics. Geometric and stochastic methods. Transl. from the Russian by V. L. Ginzburg.
• Global and stochastic analysis with applications to mathematical physics
• scientific article; zbMATH DE number 5949732 (Why is no real title available?)
• scientific article; zbMATH DE number 3897897 (Why is no real title available?)
• scientific article; zbMATH DE number 2154067 (Why is no real title available?)
• scientific article; zbMATH DE number 3265711 (Why is no real title available?)
• Optimal measurement of dynamically distorted signals
• Stochastic Leontieff type equations and mean derivatives of stochastic processes

Cited in

(1)

• Strong convergence rates of stochastic theta Milstein methods for index-1 stochastic differential algebraic equations under non-globally Lipschitz conditions

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