Parametric dependence of the solution processes on the coefficients in McShane's stochastic integral equation systems

J. M. Angulo Ibáñez; R. Gutiérrez Jáimez

Displaying similar documents to “Parametric dependence of the solution processes on the coefficients in McShane's stochastic integral equation systems”

On the existence and uniqueness of the solution processes in McShane's stochastic integral equation systems

J. M. Angulo Ibáñez, R. Gutiérrez Jáimez (1988)

Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications

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Prospective Kolmogorov equation of non-Markovian stochastic processes

A. Plucińska (1971)

Applicationes Mathematicae

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Tightness of Continuous Stochastic Processes

Michał Kisielewicz (2006)

Discussiones Mathematicae Probability and Statistics

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Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.

Equations in differentials in the algebra of generalized stochastic processes

Nadzeya V. Bedziuk, Aleh L. Yablonski (2010)

Banach Center Publications

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We consider an ordinary or stochastic nonlinear equation with generalized coefficients as an equation in differentials in the algebra of new generalized functions in the sense of [8]. Consequently, the solution of such an equation is a new generalized function. We formulate conditions under which the solution of a given equation in the algebra of new generalized functions is associated with an ordinary function or process. Moreover the class of all possible associated functions and processes...