Cauchy Formula for Affine SDE with Skorohod Integral
Cauchy Formula for Affine SDE with Skorohod Integral
The Cauchy representation formula enables to obtain a solution to a nonhomogeneous equation with the help of the linear homogeneous part solution and nonhomogeneities. In case of known asymptotics of the linear homogeneous part solution, we can establish some properties of behavior of a solution to nonhomogeneous equation. For diffusion …