Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155087 | Statistics & Probability Letters | 2008 | 12 Pages |
Abstract
By solving an ordinary differential equation and a multivalued ordinary differential equation, we get the pathwise solution to a multivalued stochastic differential equation.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Siyan Xu,