scientific article; zbMATH DE number 3457949
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- Central Limit Theorem for Products of Random Matrices
- Stability of linear delay equations under a small noise
- Explorations of a family of stochastic Newmark methods in engineering dynamics
- The lyapunov spectrum and stable manifolds for stochastic linear delay equations
- A Stochastic Calculus for Systems with Memory
- Local linearization method for the numerical solution of stochastic differential equations
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- Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- Stochastic integration on partially ordered sets
- Stochastic differential equations
- Riemann-Stieltjes quasi-martingale integration
- Optimal finite-dimensional solution for a class of nonlinear observation problems
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- Convergent sampling of continuous time hereditary stochastic systems
- Singular perturbation of quantum stochastic differential equations with coupling through an oscillator mode
- The Riemann approach to stochastic integration using non-uniform meshes
- The lyapunov spectrum and stable manifolds for stochastic linear delay equations
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- Quantum stochastic integration and quantum stochastic differential equations
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- A convergence result for stochastic partial differential equations
- Stability of a class of stochastic differential systems
- Low dimensional filters for a class of finite state estimation problems with Poisson observations
- A stochastic model in continuum mechanics: Time evolution of the probability density in the random initial boundary-value problem
- Belated integrals
- Quantum stochastic integrals under standing hypotheses
- Stopping non-commutative processes
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- Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays
- On Henstock method to Stratonovich integral with respect to continuous semimartingale
- Global existence of solutions for perturbed differential equations
- Flows of stochastic dynamical systems: The functional analytic approach
- Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise
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- Stochastic methods for Dirichlet problems
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- An alternative approach to stochastic calculus for economic and financial models
- Random environments and stochastic calculus
- Ornstein–Uhlenbeck operator and Wiener functionals generated by Itô- and Mcshane–calculus
- Simulation of stochastic differential equations
- Bistability driven by correlated noise: functional integral treatment.
- Stochastic integrators with stationary independent increments
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- Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term
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- The Kurzweil-Henstock theory of stochastic integration.
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- Stochastic Processes in the Decades after 1950
- Theorems of Fubini Type for Iterated Stochastic Integrals
- A note on Henstock-Itô's non-stochastic integral
- Non-linear quadratic gaussian control†
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