Discrete Wick calculus and stochastic functional equations
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Publication:1202914
DOI10.1007/BF00269512zbMath0776.60067MaRDI QIDQ1202914
Helge Holden, Bernt Øksendal, Tom Lindstrøm, Jan Ubøe
Publication date: 26 May 1993
Published in: Potential Analysis (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
81S25: Quantum stochastic calculus
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
Discrete chaotic calculus and covariance identities, Stability properties of stochastic partial differential equations, Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus, Clark formula and logarithmic Sobolev inequalities for Bernoulli measures, The pressure equation for fluid flow in a stochastic medium
Cites Work