On the works of kiyosi itô and stochastic analysis (Q1000327): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11537-007-0644-0 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1985493372 / rank
 
Normal rank
Property / cites work
 
Property / cites work: DIRICHLET SPACES / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5342181 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Zur Theorie der stochastischen Prozesse. (Existenz- und Eindeutigkeitssätze.) / rank
 
Normal rank
Property / cites work
 
Property / cites work: The parabolic differential equations and the associated semigroups of transformation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On second order differential operators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3874902 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5836184 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A kinematic theory of turbulence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple Wiener integral / rank
 
Normal rank
Property / cites work
 
Property / cites work: Brownian motions on a half line / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-dimensional Brownian motion and harmonic functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Square Integrable Martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exit systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4905685 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794152 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a class of additive functionals of Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997782 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov Processes from K. Ito's Perspective (AM-155) / rank
 
Normal rank

Latest revision as of 00:39, 29 June 2024

scientific article
Language Label Description Also known as
English
On the works of kiyosi itô and stochastic analysis
scientific article

    Statements

    On the works of kiyosi itô and stochastic analysis (English)
    0 references
    6 February 2009
    0 references
    Brownian motion
    0 references
    Lévy-Itô decomposition
    0 references
    Itô integral
    0 references
    Itô formula
    0 references
    stochastic differential equation
    0 references
    Wiener-Itô decomposition
    0 references
    one-dimensional diffusion
    0 references
    excursions
    0 references
    stochastic geometry
    0 references
    stochastic control
    0 references
    stochastic finance
    0 references

    Identifiers