Stochastic differential equations—some new ideas (Q5433512): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an 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/10.1080/17442500701495417 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2071552679 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A review of white noise analysis from a probabilistic standpoint / rank
 
Normal rank
Property / cites work
 
Property / cites work: Anticipative calculus with respect to filtered Poisson processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic analysis of the fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applications of Malliavin calculus to Monte Carlo methods in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of strong solutions for Itô's stochastic equations via approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Propriété d'absolue continuité pour les équations différentielles stochastiques dépendant du passé. (Absolute continuity property for stochastic differential equations depending on the past) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4896047 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992729 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalized clark representation formula, with application to optimal portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039796 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3910361 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong solutions of stochastic equations with singular time dependent drift / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4881598 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infinite dimensional analysis of pure jump Lévy processes on the Poisson space / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the existence and explicit representability of strong solutions of Lévy noise driven SDE's with irregular coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4842684 / rank
 
Normal rank
Property / cites work
 
Property / cites work: White noise calculus and Fock space / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a dual pair of spaces of smooth and generalized random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: A characterization of Hida distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The composition of Wiener functionals with non absolutely continuous shifts / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Strong Solutions of Stochastic Differential Equations / rank
 
Normal rank

Latest revision as of 14:53, 27 June 2024

scientific article; zbMATH DE number 5224351
Language Label Description Also known as
English
Stochastic differential equations—some new ideas
scientific article; zbMATH DE number 5224351

    Statements

    Stochastic differential equations—some new ideas (English)
    0 references
    0 references
    9 January 2008
    0 references
    0 references
    0 references
    0 references
    0 references
    strong solutions of stochastic equations
    0 references
    Yamada-Watanabe
    0 references
    Malliavin calculus
    0 references
    white noise analysis
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references