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Linear stochastic differential-algebraic equations with constant coefficients

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Linear stochastic differential-algebraic equations with constant coefficients
2.	Creator	Author's name, affiliation, country	Aureli Alabert; Universitat Autònoma de Barcelona
2.	Creator	Author's name, affiliation, country	Marco Ferrante; Univesità degli Studi di Padova
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Stochastic differential-algebraic equations, Random distributions
3.	Subject	Subject classification	60H10, 34A09
4.	Description	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.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2006-12-13
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/1236
10.	Identifier	Digital Object Identifier	10.1214/ECP.v11-1236
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 11
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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