Generalized integration and stochastic ODEs
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Publication:1872259
DOI10.1214/aop/1020107768zbMath1022.60054OpenAlexW2034652451MaRDI QIDQ1872259
Francesco Russo, Franco Flandoli
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1020107768
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
Related Items (14)
Weak Dirichlet processes with a stochastic control perspective ⋮ Weak Dirichlet processes with jumps ⋮ Well-posedness of the non-local conservation law by stochastic perturbation ⋮ Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows ⋮ A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation ⋮ On stochastic calculus related to financial assets without semimartingales ⋮ Generalized covariation for Banach space valued processes, Itō formula and applications ⋮ Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem ⋮ On bifractional Brownian motion ⋮ 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 ⋮ Regularization by noise in one-dimensional continuity equation ⋮ The density of the solution to the stochastic transport equation with fractional noise
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