scientific article; zbMATH DE number 4007377

zbMATH Open0621.60065MaRDI QIDQ3757085FDOQ3757085

Authors: Etienne Pardoux 

Publication date: 1987

Title of this publication is not available (Why is that?)

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zbMATH Keywords

anticipating integrandsgeneralized Itô formulatwo sided stochastic integral

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05)

Cited In (6)

• MLE for partially observed diffusions: Direct maximization vs. the EM algorithm
• A two-sided stochastic integral and its calculus
• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
• Generalized multiple stochastic integrals and the representation of wiener functionals
• A mild Itô formula for SPDEs
• Quadratic covariations for the solution to a stochastic heat equation with space-time white noise

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