A class of anticipating linear stochastic differential equations

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Anticipating Reflected Stochastic Differential Equations

In this paper, we establish the existence of the solutions (X,L) of reflected stochastic differential equations with possible anticipating initial random variables. The key is to obtain some substitution formula for Stratonovich integrals via a uniform convergence of the corresponding Riemann sums.

متن کامل

The Euler scheme for a class of anticipating stochastic differential equations

Using the techniques of the Malliavin calculus and standard Itô calculus methods, we give an Euler scheme to approximate the solution of a class of anticipating stochastic differential equations.

متن کامل

A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations

We propose a new robust technique for solving a class of linear stochastic partial differential equations. The solution is approximated by a series of terms, each of which being the product of a scalar stochastic function by a deterministic function. None of these functions are fixed a priori but determined by solving a problem which can be interpreted as an ”extended” eigenvalue problem. This ...

متن کامل

On quasi-linear stochastic partial differential equations

We prove existence and uniqueness of the solution of a parabolic SPDE in one space dimension driven by space-time white noise, in the case of a measurable drift and a constant diffusion coefficient, as well as a comparison theorem.

متن کامل

Algorithms for Linear Stochastic Delay Differential Equations

Models consisting of linear, N-dimensional stochastic delay differential equations present a particular set of challenges for numerical simulation. While the user often seeks the probability density function of the solution, currently available methods rely on Monte Carlo sampling to generate sample paths, from which a density function must be estimated statistically. In the present work, we de...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Communications on Stochastic Analysis

سال: 2009

ISSN: 0973-9599

DOI: 10.31390/cosa.3.1.10