Accession Number:

AD0602104

Title:

ON STATIONARY SOLUTIONS OF A STOCHASTIC DIFFERENTIAL EQUATION.

Descriptive Note:

Corporate Author:

STANFORD UNIV CALIF

Personal Author(s):

Report Date:

1943-01-01

Pagination or Media Count:

125.0

Abstract:

Discussed are 1 Inequalities concerning stochastic integrals 2 Totally bounded sets of stochastic processes 3 The approximate sum of a stochastic intergral 4 One sided solutions 5 Stationary solutions 6 Borel algebras related to the stationary solutions 7 Lipschitz conditions 8 Linear coefficients 9 Diffusion theorems 10 A modified Girsanov example 11 A deterministic example and 12 A two-dimensional example.

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE