Pages that link to "Item:Q1275936"

The following pages link to An extension of Itô's formula for elliptic diffusion processes (Q1275936):

Displaying 8 items.

• Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise (Q738908) (← links)
• Integration with respect to local time and Itô's formula for smooth nondegenerate martingales (Q845062) (← links)
• Generalization of Itô's formula for smooth nondegenerate martingales. (Q1879509) (← links)
• Itô's formula for finite variation Lévy processes: the case of non-smooth functions (Q2352884) (← links)
• Stochastic integration with respect to additive functionals of zero quadratic variation (Q2435248) (← links)
• On Itô's formula for elliptic diffusion processes (Q2469653) (← links)
• A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
• Validation of RANS Turbulence Models for the Conjugate Heat Exchange Problem (Q6078861) (← links)