scientific article; zbMATH DE number 3565869

MaRDI QIDQ4137851zbMATH OpenFDO

Authors P. Priouret

Publication date 1974

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cited in

(11)

• Etude de l'équation (1/2) u-u =0, où est une mesure positive. (Study of the equation (1/2) u-u =0, where is a positive measure)
• Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process
• Existence and uniqueness of solutions of the martingale problem on a manifold with boundary
• Représentation intégrale de certaines mesures quasi-invariantes sur \(C(\mathbb{R})\). Mesures extrémales et propriété de Markov. (Intégral représentation of certain quasi invariant measures of \(C(\mathbb{R})\). Extremal measures and Markov property)
• Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments
• scientific article; zbMATH DE number 3662294 (Why is no real title available?)
• scientific article; zbMATH DE number 3729192 (Why is no real title available?)
• Martingales dépendant d'un paramètre: une formule d'Ito
• scientific article; zbMATH DE number 3748182 (Why is no real title available?)
• Dirichlet forms and diffusion processes on rigged Hilbert spaces
• scientific article; zbMATH DE number 3538602 (Why is no real title available?)

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