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.
Authors
- Nguyen Thi The
Institutions
- Vinh University (VN)
Publication Details
- Journal
- Lobachevskii Journal of Mathematics
- Published
- 2024-12-01
- DOI
- https://doi.org/10.1134/s1995080224606726
- Citations
- 3
- Primary Topic
- Numerical methods for differential equations
- Type
- article
- Field-Weighted Citation Impact
- 0.73