scientific article; zbMATH DE number 3549914

MaRDI QIDQ4124058zbMATH OpenFDO

Authors A. Yu. Veretennikov, N. V. Krylov

Publication date 1976

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Cited in

(11)

• Flows, coalescence and noise.
• Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable
• Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals
• On weak solutions of highly degenerate SDEs
• Transformations of Wiener measure and orthogonal expansions
• Stochastic formulations of the parametrix method
• The Peano phenomenon for Itō equations
• The Euler equations of an inviscid incompressible fluid driven by a Lévy noise
• Holomorphic functions and the Itô chaos
• A stochastic sewing lemma and applications
• Banach random walk in the unit ball \(S\subset l^{2}\) and chaotic decomposition of \(l^{2}( S,\mathbb {P})\)

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