نتایج جستجو برای: stochastic linear rrestrictions

تعداد نتایج: 594063  

Journal: :International Journal of Systems Science 1988

Journal: :Journal of Differential Equations 2011

Journal: :Communications on Stochastic Analysis 2009

Journal: :IEEE Transactions on Automatic Control 2008

2008
Ivan Nourdin Ciprian Tudor

Using the multiple stochastic integrals we prove an existence and uniqueness result for a linear stochastic equation driven by the fractional Brownian motion with any Hurst parameter. We study both the one parameter and two parameter cases. When the drift is zero, we show that in the one-parameter case the solution in an exponential, thus positive, function while in the two-parameter settings t...

2005
HAITAO FANG XIAOJUN CHEN MASAO FUKUSHIMA

We consider the expected residual minimization formulation of the stochastic R0 matrix linear complementarity problem. We show that the involved matrix being a stochastic R0 matrix is a necessary and sufficient condition for the solution set of the expected residual minimization problem to be nonempty and bounded. Moreover, local and global error bounds are given for the stochastic R0 matrix li...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید