Pages that link to "Item:Q2945827"
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The following pages link to The generalized Itô–Venttsel’ formula in the case of a noncentered Poisson measure, a stochastic first integral, and a first integral (Q2945827):
Displaying 3 items.
- Sufficient conditions for terminal invariance of stochastic jump diffusion systems (Q2229532) (← links)
- A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation (Q2959165) (← links)
- STOCHASTIZATION OF CLASSICAL MODELS WITH DYNAMICAL INVARIANTS (Q6197082) (← links)
