Stochastic differentials
From MaRDI portal
Publication:1225395
DOI10.1007/BF01447959zbMath0325.60057OpenAlexW4247592965MaRDI QIDQ1225395
Publication date: 1975
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01447959
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
Related Items
Stochastic calculus, statistical asymptotics, Taylor strings and phyla, Coupling all the Lévy stochastic areas of multidimensional Brownian motion, THE SEGAL–BARGMANN TRANSFORM FOR TWO-DIMENSIONAL EUCLIDEAN QUANTUM YANG–MILLS, Theorems of Fubini Type for Iterated Stochastic Integrals, Unnamed Item, On the equivalence of probability spaces, Thermal stability of solitons in protein \(\alpha\)-helices, Radon-Nikodym derivatives of a class of weak distributions on Hilbert spaces, Martingales in Japan, Itô stochastic differentials, On a limit theorem for branching one-dimensional diffusion processes, Integral of differential forms along the path of diffusion processes, Likelihood ratios for signals in additive white noise, Likelihood ratios for signals in additive white noise, [https://portal.mardi4nfdi.de/wiki/Publication:4134658 On spectra of the Schr�dinger operator with a white Gaussian noise potential], The role of the Onsager–Machlup Lagrangian in the theory of stationary diffusion process, Stochastic differential equations and Nilpotent Lie algebras, A class of approximations of Brownian motion, On a new derivation of the Navier-Stokes equation, Some approximations of stochastic integrals and solutions of stochastic differential equations, Modeling and approximation of stochastic differential equations driven by semimartingales†, Symmetric stochastic integrals and their approximations, Transformations of the Brownian motion on a Riemannian symmetric space, `Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century, On stochastic horizontal lifts
Cites Work