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- W2357142715 abstract "The type with Goursat kernel function retained the Wiener measure on the Volterra transformation is studied. This kind of kernel function satisfy a self-reproduction property. Some results on the inverses of the associated Gramian matrices which lead to a new self-reproduction property are provided. And it links with the classical reproduction property. The result is applied to a class of singular linear stochastic differential equation with corresponding filter decomposition's study. The equation is regarded as some non-standard decomposition of generalized bridges." @default.
- W2357142715 created "2016-06-24" @default.
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- W2357142715 date "2015-01-01" @default.
- W2357142715 modified "2023-09-23" @default.
- W2357142715 title "The Several Results of Singular Linear Stochastic Differential Equations" @default.
- W2357142715 hasPublicationYear "2015" @default.
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