کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4623202 1339512 2007 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Itô type measure-valued stochastic differential equations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Itô type measure-valued stochastic differential equations
چکیده انگلیسی

A class of Itô type measure-valued stochastic differential equations is studied on a locally compact Polish space. The SDEs are driven by countably many Brownian motions with interactions caused by the diffusion and the drift coefficients through countably many continuous functions. Explicit conditions are presented for the existence, uniqueness and ergodicity of the solution.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 329, Issue 2, 15 May 2007, Pages 1102-1117