论文信息 - STOCHASTIC DIFFERENTIAL-ALGEBRAIC EQUATIONS OF INDEX 1

STOCHASTIC DIFFERENTIAL-ALGEBRAIC EQUATIONS OF INDEX 1

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.

N. D. Cong | NGUYEN DINH CONG

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