On a stochastic integral equation

Cited in

(49)

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A selective overview of nonparametric methods in financial econometrics
Translation invariant diffusions in the space of tempered distributions
SPDEs with \(\alpha\)-stable Lévy noise: a random field approach
A class of stochastic differential equations with pathwise unique solutions
Continuous Markov processes and stochastic equations
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A Technique of Finding the Variance of a Stochastic Integral Equation
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STUDY OF A STOCHASTIC INTEGRAL EQUATION USING INTEGRAL CONTRACTORS
On the Diffusion Coefficient: The Einstein Relation and Beyond
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The variance of phase-resetting curves
Strong solutions of some one-dimensional SDEs with random and unbounded drifts
On Differentiation of Functionals Containing the First Exit of a Diffusion Process from a Domain
On a stochastic integral equation of the fredholm type
Random solution of a stochastic integral equation :almost sure and mean square convergence of successive approximations
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Stochastic Processes in the Decades after 1950
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Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study
Quantum pure noise-induced transitions: a truly nonclassical limit cycle sensitive to number parity
Asian-barrier options for an uncertain stock model with floating interest rate
Regular diffusion and stochastic differential equation with generalized drift
Spatial regularity of mild solutions for SPDEs with piecewise constant coefficients
A powered Gronwall-type inequality and applications to stochastic differential equations
Harmonic analysis of stochastic equations and backward stochastic differential equations
Construction of strong solutions of SDE's via Malliavin calculus
Itô's stochastic calculus: its surprising power for applications
Itô's stochastic calculus and Heisenberg commutation relations

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