Advertisement

Applications to stochastic ordinary differential equations

  • Helge Holden
  • Bernt Øksendal
  • Jan Ubøe
  • Tusheng Zhang
Part of the Probability and its Applications book series (PA)

Abstract

As mentioned in the introduction, the framework that we developed in Chapter 2 for the main purpose of solving stochastic partial differential equations, can also be used to obtain new results — as well as new proofs of old results — for stochastic ordinary differential equations. In this chapter we will illustrate this by discussing some important examples.

Keywords

Stochastic Differential Equation Sample Path Stochastic Partial Differential Equation Gronwall Inequality Ordinary Product 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Birkhäuser Boston 1996

Authors and Affiliations

  • Helge Holden
    • 1
  • Bernt Øksendal
    • 2
  • Jan Ubøe
    • 3
  • Tusheng Zhang
    • 3
  1. 1.Dept. of Mathematical SciencesNorwegian University of Science and TechnologyTrondheimNorway
  2. 2.Department of MathematicsUniversity of OsloOsloNorway
  3. 3.Stord/Haugesund CollegeHaugesundNorway

Personalised recommendations