scientific article; zbMATH DE number 3457949

zbMATH Open0292.60090MaRDI QIDQ4043889FDOQ4043889

Authors: E. J. Mc Shane 

Publication date: 1974

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

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Cited In (90)

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• The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
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• On the existence and uniqueness of solutions of McShane type stochastic differential equations
• 40 years of the direct matrix-valued Lyapunov function method (review)
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• Stabilité d'un type élémentaire d'équations diffé rentielles stochastiques à bruits vectoriesl
• A note on Henstock-Itô's non-stochastic integral
• Theorems of Fubini Type for Iterated Stochastic Integrals
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• A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics
• Stochastic Processes in the Decades after 1950
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• Operator-valued stochastic differential equations in the context of Kurzweil-like equations
• Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral
• Monotone iterative technique for 1-dimensional Itô-volterra integral equations^†
• Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control
• Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type
• Analysis ofs, Sinventory systems with general lead time and demand distribution and adjustable reorder size
• Un schéma multipas d'approximation de l'équation de Langevin. (A multistep approximation method for the Langevin equation)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• Riemann-Stieltjes quasi-martingale integration
• Modeling and approximation of stochastic differential equations driven by semimartingales^†
• Stochastic integration on partially ordered sets
• The lyapunov spectrum and stable manifolds for stochastic linear delay equations
• Asymptotic behavior of M-estimator and related random field for diffusion process
• Stopping non-commutative processes
• A stochastic model in continuum mechanics: Time evolution of the probability density in the random initial boundary-value problem
• The Riemann approach to stochastic integration using non-uniform meshes
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• Global existence of solutions for perturbed differential equations
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• Stochastic differential equations
• Stochastic theory of population genetics
• Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise
• Stochastic methods for Dirichlet problems
• Simulation of stochastic differential equations
• Convergent sampling of continuous time hereditary stochastic systems
• Stability of a class of stochastic differential systems
• Belated integrals
• Quantum stochastic integrals under standing hypotheses
• Stability of linear delay equations under a small noise
• Approximate solutions for a class of delay stochastic differential equations
• Singular perturbation of quantum stochastic differential equations with coupling through an oscillator mode
• Convergence in probability for perturbed stochastic integral equations
• Discrete time Galerkin approximations to the nonlinear filtering solution
• Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion
• Stochastic integrators with stationary independent increments
• Discrete-time approximations of stochastic delay equations: the Milstein scheme.
• Stochastic partial differential equations in continuum physics - on the foundations of the stochastic interpolation method for Ito's type equations
• Approximate solution of random integral equations: General methods
• Ornstein–Uhlenbeck operator and Wiener functionals generated by Itô- and Mcshane–calculus
• Central Limit Theorem for Products of Random Matrices
• Local linearization method for the numerical solution of stochastic differential equations
• On Lipschitz dependence in systems with differentiated inputs
• The lyapunov spectrum and stable manifolds for stochastic linear delay equations
• Optimal finite-dimensional solution for a class of nonlinear observation problems
• On the control of stochastic systems
• Stochastic model for colored noise
• Runge-Kutta methods for numerical solution of stochastic differential equations
• Time evolution and fluctuations of the probability density and entropy function for a class of nonlinear stochastic systems in mathematical physics
• A multiflow approximation to diffusions
• Bistability driven by correlated noise: functional integral treatment.

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