1. ON COMPLETENESS OF FLOW GENERATED BY A STOCHASTIC ALGEBRAIC-DIFFERENTIAL EQUATION WITH FORWARD MEAN DERIVATIVE SATIFYING THE RANK-DEGREE CONDITION
Author: YURI GLIKLIKH AND MIKHAIL RYAZANTSEV DOWNLOAD
DOI:
Abstract
We find conditions under which all solutions of stochastic algebraic-differential equations given in terms of forward Nelson’s mean derivatives, exist for all t ∈ [0,∞). We suppose that the matrix pencil of equation satisfies the rank-degree condition
Keywords
Mean derivatives; stochastic algebraic-differential equations; global in time solution.
© Copyright Journal of Applied Data Analysis and Modern Stochastic Modelling