scientific article; zbMATH DE number 3457949
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Publication:4043889
zbMATH Open0292.60090MaRDI QIDQ4043889FDOQ4043889
Authors: E. J. Mc Shane
Publication date: 1974
Title of this publication is not available (Why is that?)
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)
- Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term
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- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
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- The Kurzweil-Henstock theory of stochastic integration.
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- 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
- Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations
- A survey of numerical methods for stochastic differential equations
- Explorations of a family of stochastic Newmark methods in engineering dynamics
- Quantum stochastic integration and quantum stochastic differential equations
- Random environments and stochastic calculus
- Existence, Uniqueness, and Upper Estimates for Solutions of Mcshane Type Stochastic Differential Systems
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- Free white noise flows
- Wong-Zakai approximations for stochastic differential equations
- On Wong-Zakai approximation of stochastic differential equations
- A Stochastic Calculus for Systems with Memory
- Fonctionnelles causales non linéaires et indéterminées non commutatives
- Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
- Global existence of solutions for perturbed differential equations
- A convergence result for stochastic partial differential equations
- On the stochastic stability of systems with discrete parameters and arbitrary circulatory forces
- Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays
- \(A\)-stability of Runge-Kutta methods for systems with additive noise
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- Flows of stochastic dynamical systems: The functional analytic approach
- On Henstock method to Stratonovich integral with respect to continuous semimartingale
- An alternative approach to stochastic calculus for economic and financial models
- 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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