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dc.contributor.authorWaling, K.en
dc.date.accessioned2010-06-11T17:27:59Zen
dc.date.available2010-06-11T17:27:59Zen
dc.date.issued1984-11en
dc.identifier.urihttp://hdl.handle.net/10106/2486en
dc.description.abstract**Please note that the full text is embargoed** ABSTRACT: Motivated by the stochastic differential equation[see pdf for notation] in [see pdf for notation] we prove a measurable dependence on parameters theorem for ODEs in case f is only continuous in [see pdf for notation] is done by means of a known result about measurable selections of multivalued maps. Afterwards we discuss consequences for stochastic ODEs.en
dc.language.isoen_USen
dc.publisherUniversity of Texas at Arlingtonen
dc.relation.ispartofseriesTechnical Report;222en
dc.subjectSample solutions processesen
dc.subjectODEsen
dc.subjectStochastic differential systemsen
dc.subjectDifferential equationsen
dc.subject.lcshMathematics Researchen
dc.titleSample Solutions of Stochastic Ordinary Differential Equationsen
dc.typeTechnical Reporten
dc.publisher.departmentDepartment of Mathematicsen


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