scientific article; zbMATH DE number 3549914
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Publication:4124058
zbMATH Open0353.60059MaRDI QIDQ4124058FDOQ4124058
Authors: A. Yu. Veretennikov, N. V. Krylov
Publication date: 1976
Title of this publication is not available (Why is that?)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)
Cited In (11)
- On weak solutions of highly degenerate SDEs
- The Peano phenomenon for Itō equations
- Stochastic formulations of the parametrix method
- A stochastic sewing lemma and applications
- Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable
- Transformations of Wiener measure and orthogonal expansions
- Holomorphic functions and the Itô chaos
- Banach random walk in the unit ball \(S\subset l^{2}\) and chaotic decomposition of \(l^{2}( S,\mathbb {P})\)
- Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals
- Flows, coalescence and noise.
- The Euler equations of an inviscid incompressible fluid driven by a Lévy noise
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