Stochastic differential-algebraic equations of index 1

zbMath1215.34065MaRDI QIDQ614279

Nguyen Thi The, Nguyen Dinh Cong

Publication date: 27 December 2010

Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.math.ac.vn/publications/vjm/VJM_38/117.htm

zbMATH Keywords

stochastic differential equationsdifferential-algebraic equationsexistence and uniqueness of solutionsstochastic differential-algebraic equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Implicit ordinary differential equations, differential-algebraic equations (34A09) Ordinary differential equations and systems with randomness (34F05)

Related Items (6)

Stability radii of differential-algebraic equations with respect to stochastic perturbations ⋮ Solvability and stability of stochastic singular difference equations with constant coefficient matrices of index-ν ⋮ Central exponents of linear stochastic differential-algebraic equations of index 1 ⋮ Stability of stochastic singular difference equations with delay ⋮ On the exponential stability of stochastic perturbed singular systems in mean square ⋮ Stochastic implicit difference equations of index-1

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