常系数线性随机微分-代数方程
Linear stochatic differential-algebraic equations with constant coefficients
摘要：
本文考虑加性白噪声和常系数线性随机微分-代数方程。由于这类方程的性质，其解必须定义为广义过程（在Dawson和Fernique的意义上）。我们给出了解过程的变元律关于勒贝格测度绝对连续的充分条件。
英文摘要：
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.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
