Solution of one class of systems of stochastic differential equations (Q735963)
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scientific article; zbMATH DE number 5621423
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution of one class of systems of stochastic differential equations |
scientific article; zbMATH DE number 5621423 |
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Solution of one class of systems of stochastic differential equations (English)
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26 October 2009
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It is shown that a system of Stratonovich stochastic differential equations whose stochastic component arises from a multidimensional Wiener process can be solved explicitly by solving a related system of total differential equations.
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0.9533334
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0.92249525
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