Solution of one class of systems of stochastic differential equations

DOI10.3103/S1066369X09060012zbMATH Open1180.60052MaRDI QIDQ735963FDOQ735963

Authors: O. V. Zakharova 

Publication date: 26 October 2009

Published in: Russian Mathematics (Search for Journal in Brave)

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Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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Cited In (12)

• About a technique of solving some differential stochastic Itô equations
• Right and left matrix-valued stochastic exponentials and explicit solutions to systems of SDEs
• Title not available (Why is that?)
• Solvability of the generalized system of stochastic differential equations in driven cavity single mode
• On integration of systems of stochastic differential equations
• A class of higher-order stochastic differential equations
• A remark on Kunita's decomposition theorem
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Analytical solutions for stochastic differential equations via martingale processes

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