Linear stochastic differential-algebraic equations with constant coefficients.

Alabert, Aureli; Ferrante, Marco

Linear stochastic differential-algebraic equations with constant coefficients.

Alabert, Aureli; Ferrante, Marco

Electronic Communications in Probability [electronic only] (2006)

Volume: 11, page 316-335
ISSN: 1083-589X

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Alabert, Aureli, and Ferrante, Marco. "Linear stochastic differential-algebraic equations with constant coefficients.." Electronic Communications in Probability [electronic only] 11 (2006): 316-335. <http://eudml.org/doc/128825>.

@article{Alabert2006,
author = {Alabert, Aureli, Ferrante, Marco},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Differential-algebraic equation; stochastic differential-algebraic equation; additive white noise.},
language = {eng},
pages = {316-335},
publisher = {University of Washington},
title = {Linear stochastic differential-algebraic equations with constant coefficients.},
url = {http://eudml.org/doc/128825},
volume = {11},
year = {2006},
}

TY - JOUR
AU - Alabert, Aureli
AU - Ferrante, Marco
TI - Linear stochastic differential-algebraic equations with constant coefficients.
JO - Electronic Communications in Probability [electronic only]
PY - 2006
PB - University of Washington
VL - 11
SP - 316
EP - 335
LA - eng
KW - Differential-algebraic equation; stochastic differential-algebraic equation; additive white noise.
UR - http://eudml.org/doc/128825
ER -

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