Linearization of a Second-Order Stochastic Ordinary Differential Equation
Work
Year: 2011
Type: article
Abstract: Necessary and sufficient conditions which allow a second-order stochastic ordinary differential equation to be transformed to linear form are presented.The transformation can be chosen in a way so tha... more
Authors Sergey V. Meleshko, Eckart Schulz
Institution Suranaree University of Technology
Cites: 12
Cited by: 6
Related to: 10
FWCI: 0.293
Citation percentile (by year/subfield): 79.6
Subfield: Finance
Domain: Social Sciences
Open Access status: hybrid
APC paid (est): $1,340