ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION (Q4822547): Difference between revisions

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+Using the Donsker delta function to compute hedging strategies
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+Laser cooling and stochastics
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+Wiener–Hermite expansion of a process generated by an Itô stochastic differential equation
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+Stochastic differential equations and stochastic flows of diffeomorphisms
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+Linear Parabolic Stochastic PDE and Wiener Chaos
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+Generalized Brownian functionals and the solution to a stochastic partial differential equation
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+White noise calculus and Fock space
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+Law of large numbers and central limit theorem for Donsker's delta function of diffusions. I
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+Generalized solutions of linear parabolic stochastic partial differential equations
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