The Itô and Stratonovich integrals for stochastic differential equations with Poisson white noise

Probabilistic Engineering Mechanics

Volumn 13, Issue 3, 1998, Pages 175-182

  Grigoriu, Mircea ^a  

^a School of Operations Research and Industrial Engineering   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DIFFERENTIAL EQUATIONS; RANDOM PROCESSES; SPURIOUS SIGNAL NOISE; WHITE NOISE;

ITO INTEGRALS; POISSON WHITE NOISE; STRATONOVICH INTEGRALS;

INTEGRAL EQUATIONS;

EID: 0032122762     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0266-8920(97)00032-5     Document Type: Article

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