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ON COMPLETENESS OF FLOW GENERATED BY A STOCHASTIC ALGEBRAIC-DIFFERENTIAL EQUATION WITH FORWARD MEAN DERIVATIVE SATISFYING THE RANK-DEGREE CONDITION
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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.
How to Cite
Gliklikh, Y., & Ryazantsev, M. (2024). On completeness of flow generated by a stochastic algebraic-differential equation with forward mean derivative satisfying the rank-degree condition. Journal of Applied Data Analysis and Modern Stochastic Modelling (JADAMSM), 1(1). https://doi.org/10.64837/JADAMSM.1-1-1
Gliklikh, Yuri, and Mikhail Ryazantsev. "On Completeness of Flow Generated by a Stochastic Algebraic-Differential Equation with Forward Mean Derivative Satisfying the Rank-Degree Condition." Journal of Applied Data Analysis and Modern Stochastic Modelling (JADAMSM), vol. 1, no. 1, 2024, https://doi.org/10.64837/JADAMSM.1-1-1.
Y. Gliklikh and M. Ryazantsev, "On completeness of flow generated by a stochastic algebraic-differential equation with forward mean derivative satisfying the rank-degree condition," Journal of Applied Data Analysis and Modern Stochastic Modelling (JADAMSM), vol. 1, no. 1, 2024, doi: 10.64837/JADAMSM.1-1-1.
