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Linear stochastic differential-algebraic equations with constant coefficients

   
@article{ECP1236,
	author = {Aureli Alabert and Marco Ferrante},
	title = {Linear stochastic differential-algebraic equations with constant coefficients},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {11},
	year = {2006},
	keywords = {Stochastic differential-algebraic equations, Random distributions},
	abstract = {We consider linear stochastic differential-algebraic equations   with constant coefficients and additive white noise. Due to the nature of this  class of equations, the solution must be defined as a generalised process (in the sense of Dawson and Fernique). We provide sufficient conditions for the law of the variables of the solution process to be absolutely continuous with respect to Lebesgue measure.},
	pages = {no. 32, 316-335},
	issn = {1083-589X},
	doi = {10.1214/ECP.v11-1236},    
        url = {http://ecp.ejpecp.org/article/view/1236}}