|
|
|
Recent
Issues
|
|
Volume 53
|
1
|
|
|
|
|
Volume 52
|
1
|
2
|
3
|
4
|
|
Volume 51
|
1
|
2
|
3
|
4
|
|
Volume 50
|
1
|
2
|
3
|
4
|
|
Volume 49
|
1
|
2
|
3
|
4
|
|
|
Vietnam Journal of Mathematics 38: 1 (2010)
117-131
|
|
Stochastic Differential-algebraic Equations of
Index 1
|
|
Nguyen Dinh Cong
and Nguyen Thi The
|
|
Abstract. In this paper we investigate
nonautonomous linear stochastic differential algebraic equations (SDAE). We
give a rigorous definition of solutions of such kind of equations. In an
analogue with the deterministic case of differential algebraic equations we
define the class of index 1 SDAE and prove a theorem on existence and
uniqueness of solution for this class.
|
|
2000 Mathematics Subject Classification: 34A09, 34F05,
60H10, 93E03.
|
|
Keywords: Differential-algebraic equations,
stochastic differential equations, stochastic differential-algebraic
equations, index 1, existence and uniqueness of solution.
|
|
|
|
Established
by Vietnam Academy of Science and Technology & Vietnam Mathematical
Society
Published
by Springer since January 2013
|
|
