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Stochastic Differential Algebraic Equations of Index 2

  • 期刊论文

  • 发表日期：

    2024年12月1日

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  • Nguyen Thi The

摘要

Abstract

This paper aims to develop an appropriate notion of index 2 for stochastic differential algebraic equations. We prove a theorem on the existence and uniqueness of the solution for this class and provide bounds for the moments of the solution.