Stochastic integral equations associated with Stratonovich curveline integral. (English) Zbl 1289.60114

Damian, Virgil; Vârsan, Constantin

Math. Rep., Bucur. 14(64), No. 4, 325-332 (2012).

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

Keywords:

Stratonovich curveline integral; gradient systems; curveline stochastic equations