Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9506667 | Applied Mathematics and Computation | 2005 | 11 Pages |
Abstract
Here u â Rn, W(t) is an n-dimensional Brownian motion,f:Rn+ν+1âRn,g:Rn+ν+1âRnÃn,andAq:RνÃ[0,T]âRnÃn,where (Aq, â£qâ£Â ⩽ 2m) is a family of square matrices whose elements are sufficiently smooth functions on Rν Ã [0, T] and Dq=D1q1â¯Dνqν, Di=ââxi.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Mahmoud M. El-Borai, Khairia El-said El-Nadi, Osama L. Mostafa, Hamdy M. Ahmed,