{
  "id": "math/0507159",
  "version": "v2",
  "published": "2005-07-07T18:02:57.000Z",
  "updated": "2006-07-03T12:27:14.000Z",
  "title": "Linear stochatic differential-algebraic equations with constant coefficients",
  "authors": [
    "Aureli Alabert",
    "Marco Ferrante"
  ],
  "comment": "The paper has been rewritten in a more formal style, with rigorous proofs. In particular, Section 4 on absolute continuity of solutions has been completely rewritten",
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2006-07-03T12:27:14.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "34A09"
    ],
    "keywords": [
      "linear stochatic differential-algebraic equations",
      "constant coefficients",
      "linear stochastic differential-algebraic equations",
      "lebesgue measure",
      "additive white noise"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2005math......7159A"
    }
  }
}