Strong Solutions of Stochastic Bilinear Equations with Anticipating Drift in the First Wiener Chaos View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

1993

AUTHORS

Jorge A. Leon , Victor Perez-Abreu

ABSTRACT

This article deals with solutions of stochastic bilinear equations having Gaussian anticipating drift living in chaos of order one. The solution is given in terms of explicit expressions for the kernels of the multiple Wiener integrals in the chaos expansion.

PAGES

235-243

References to SciGraph publications

Book

TITLE

Stochastic Processes

ISBN

978-1-4615-7911-3
978-1-4615-7909-0

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-1-4615-7909-0_26

DOI

http://dx.doi.org/10.1007/978-1-4615-7909-0_26

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1008085473


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