White Noise Methods for Anticipating Stochastic Differential Equations
This dissertation focuses on linear stochastic differential equations of anticipating type. Owing to the lack of a theory of differentiation for random processes, the said differential equations are appropriately understood and studied as anticipating stochastic integral equations. The unfolding wo...
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| Format: | Others |
| Language: | en |
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LSU
2009
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| Online Access: | http://etd.lsu.edu/docs/available/etd-07062009-094329/ |