×

zbMATH — the first resource for mathematics

Stochastic integral equations associated with Stratonovich curveline integral. (English) Zbl 1289.60114
Summary: The authors investigate the existence and integral representation of a solution satisfying a system of curveline stochastic equations depending on two independent Itō processes \(\{\eta_1(t_1),\eta_2(t_2)\in\mathbb R^2:0\leq t_1\leq T_1,0\leq t_2\leq T_2\}\).

MSC:
60H20 Stochastic integral equations
PDF BibTeX XML Cite