| Autor: |
Alvand, Mohammad |
| Předmět: |
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| Zdroj: |
Stochastics & Dynamics; Dec2015, Vol. 15 Issue 4, p-1, 22p |
| Abstrakt: |
It is known that the two-point generator of an SDE determines the law of its flow uniquely. We describe an explicit way to find the coefficients of the SDE from its two-point generator. Indeed, this method of construction produces a sequence of SDEs in a way that the associated sequence of stochastic flows converges to the stochastic flow of the desired SDE. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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