Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I
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Publication:3316318
DOI10.2307/1999003zbMath0533.60063OpenAlexW4237433388MaRDI QIDQ3316318
Douglas N. Hoover, Edwin A. Perkins
Publication date: 1983
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1999003
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20) Other applications of nonstandard models (economics, physics, etc.) (03H10)
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