Generalized integration and stochastic ODEs
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 2006037
- scientific article; zbMATH DE number 1188168
- Generalized Riemann integration and stochastic analysis
- Integro-differential equations generated by stochastic problems
- Generalized stochastic integrals and the Malliavin calculus
- Integral equations with respect to a general stochastic measure
- Publication:3472936
- scientific article; zbMATH DE number 503474
Cites work
- scientific article; zbMATH DE number 3837099 (Why is no real title available?)
- scientific article; zbMATH DE number 3883346 (Why is no real title available?)
- scientific article; zbMATH DE number 4067994 (Why is no real title available?)
- scientific article; zbMATH DE number 3721834 (Why is no real title available?)
- scientific article; zbMATH DE number 3762988 (Why is no real title available?)
- scientific article; zbMATH DE number 635670 (Why is no real title available?)
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
- Decomposition of Dirichlet processes and its applications
- Differential equations driven by rough signals
- Integration with respect to fractal functions and stochastic calculus. I
- Integration with respect to fractal functions and stochastic calculus. II
- Ito formula for C^ 1-functions of semimartingales
- ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
- On one-dimensional stochastic differential equations with unit diffusion coefficient. structure of solutions
- On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
- On the theorem of T. Yamada and S. Watanabe
- On the uniqueness of solutions of stochastic differential equations
- Quadratic covariation and Itô's formula for smooth nondegenerate martingales
- Quadratic covariation and an extension of Itô's formula
- Skew brownian motion and a one dimensional stochastic differential equation
- Stochastic calculus for continuous additive functionals of zero energy
- Stochastic calculus with respect to continuous finite quadratic variation processes
- Sur une intégrale pour les processus à \(\alpha\)-variation bornée. (On an integral for processes with bounded \(\alpha\)-variation)
- The generalized covariation process and Itô formula
- Transformations of semi-martingales and local dirichlet processes
- Transformations of semi-martingales and local dirichlet processes
Cited in
(15)- Regularization by noise in one-dimensional continuity equation
- A ``direct method to prove the generalized Itô-Venttsel' formula for a generalized stochastic differential equation
- Well-posedness of the non-local conservation law by stochastic perturbation
- Gaussian and non-Gaussian processes of zero power variation
- The transport equation and zero quadratic variation processes
- An Itô type formula for the additive stochastic heat equation
- Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows
- On bifractional Brownian motion
- On stochastic calculus related to financial assets without semimartingales
- Generalized covariation for Banach space valued processes, Itō formula and applications
- Weak Dirichlet processes with jumps
- scientific article; zbMATH DE number 1971735 (Why is no real title available?)
- The density of the solution to the stochastic transport equation with fractional noise
- Weak Dirichlet processes with a stochastic control perspective
- Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem
This page was built for publication: Generalized integration and stochastic ODEs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1872259)
