Some Estimates in the Theory of Stochastic Integrals

DOI10.1137/1118004zbMath0284.60053OpenAlexW2050467521MaRDI QIDQ4771946

Nicolai V. Krylov

Publication date: 1973

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1118004

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20) Markov processes (60J99)

Related Items (4)

On the Hamilton-Jacobi-Bellman equations ⋮ Stochastic Processes in the Decades after 1950 ⋮ Numerical solution of stochastic differential equations in the sense of Stratonovich in an amorphization crystal lattice model ⋮ The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck

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