Stochastic Differential Algebraic Equations of Index 2

This paper aims to develop an appropriate notion of index 2 for stochastic differential algebraic equations. We prove a theorem on the existence and uniqueness of the solution for this class and provide bounds for the moments of the solution.

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Bibliographic Details
Published inLobachevskii journal of mathematics Vol. 45; no. 12; pp. 6569 - 6580
Main Author Thi The, Nguyen
Format Journal Article
LanguageEnglish
Published Moscow Pleiades Publishing 01.12.2024
Springer Nature B.V
Subjects
Algebra
Analysis
Differential equations
Existence theorems
Geometry
Mathematical Logic and Foundations
Mathematics
Mathematics and Statistics
Probability Theory and Stochastic Processes
Uniqueness theorems
index 2
stochastic differential equations
2010 Mathematics Subject Classification: 34A09, 34F05, 60H10, 93E03
differential algebraic equations
index 1
stochastic differential algebraic equations
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Summary:This paper aims to develop an appropriate notion of index 2 for stochastic differential algebraic equations. We prove a theorem on the existence and uniqueness of the solution for this class and provide bounds for the moments of the solution.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
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content type line 14
ISSN:1995-0802
1818-9962
DOI:10.1134/S1995080224606726