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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| Published in | Lobachevskii journal of mathematics Vol. 45; no. 12; pp. 6569 - 6580 |
|---|---|
| Main Author | |
| Format | Journal Article |
| Language | English |
| Published |
Moscow
Pleiades Publishing
01.12.2024
Springer Nature B.V |
| Subjects | |
| Online Access | Get full text |
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| Abstract | 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. |
|---|---|
| AbstractList | 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. |
| Author | Thi The, Nguyen |
| Author_xml | – sequence: 1 givenname: Nguyen surname: Thi The fullname: Thi The, Nguyen email: thent@vinhuni.edu.vn organization: Department of Mathematics, Vinh University |
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| Cites_doi | 10.1142/S0219493723500454 10.1080/00207179.2013.773087 10.1109/ISCAS.1998.704039 10.1080/17442508.2013.879141 10.1016/S0377-0427(03)00436-9 10.1016/S0377-0427(98)00138-1 10.1002/(SICI)1097-007X(200003/04)28:2<131::AID-CTA100>3.0.CO;2-W 10.1007/BF03322452 10.1007/s00245-020-09734-8 10.1007/s11071-021-06620-y 10.1142/S0219493712500025 |
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| Copyright | Pleiades Publishing, Ltd. 2024 Copyright Springer Nature B.V. 2024 |
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| Keywords | 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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| References | 8123_CR4 8123_CR9 R. März (8123_CR5) 1989; 15 T. Berger (8123_CR2) 2013; 86 R. Winkler (8123_CR18) 2003; 157 D. Estévez Schwarz (8123_CR15) 2000; 28 T. Caraballo (8123_CR7) 2021; 105 O. Chein (8123_CR6) 1998; 100 8123_CR17 P. J. Rabier (8123_CR16) 2002 L. Arnold (8123_CR1) 1974 S. Nguyen Dinh Cong (8123_CR11) 2014; 86 8123_CR10 C. Tischendorf (8123_CR13) 1999; 8 8123_CR14 K. E. Brenan (8123_CR3) 1989 T. Caraballo (8123_CR8) 2021; 84 8123_CR12 |
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| SubjectTerms | Algebra Analysis Differential equations Existence theorems Geometry Mathematical Logic and Foundations Mathematics Mathematics and Statistics Probability Theory and Stochastic Processes Uniqueness theorems |
| Title | Stochastic Differential Algebraic Equations of Index 2 |
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