Wyniki wyszukiwania - BazTech

Ograniczanie wyników

Znaleziono wyników: 1

Liczba wyników na stronie

Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych: G-stochastic differential equations

Sortuj według:

Ogranicz wyniki do:

Stochastic differential equations for random matrices processes in the nonlinear framework

Stihi S., Boutabia H., Meradji S

Opuscula Mathematica

2018

Vol. 38, no. 2

261--283

In this paper, we investigate the processes of eigenvalues and eigenvectors of a symmetric matrix valued process Xt, where Xt is the solution of a general SDE driven by a G-Brownian motion matrix. Stochastic differential equations of these processes are given. This extends results obtained by P. Graczyk and J. Malecki in [Multidimensional Yamada-Watanabe theorem and its applications to particle systems, J. Math. Phys. 54 (2013), 021503].