scientific article; zbMATH DE number 3441409

zbMATH Open0281.60094MaRDI QIDQ4766372FDOQ4766372

Authors: Marc Yor 

Publication date: 1974

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1974__10_1_55_0

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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• On the uniqueness of solutions of stochastic differential equations
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• Stochastic integrals in abstract Wiener space
• Stochastic Integrals Based on Martingales Taking Values in Hilbert Space
• Ito's lemma in infinite dimensions
• Infinite-dimensional elliptic operators and parabolic equations connected with them
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Cited In (25)

• Damped-driven KdV and effective equations for long-time behaviour of its solutions
• Stochastic McKean-Vlasov equations
• Title not available (Why is that?)
• A functional central limit theorem for the Becker-Döring model
• Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications
• Nonequilibrium statistical mechanics of Hamiltonian rotators with alternated spins
• Averaging principle for complex Ginzburg-Landau equation perturbated by mixing random forces
• Yield curve smoothing and residual variance of fixed income positions
• Stochastic Dirichlet-Poisson problem on Hilbert spaces
• On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control
• Nonequilibrium statistical mechanics of weakly stochastically perturbed system of oscillators
• Fixed points and exponential stability of mild solutions of stochastic partial differential equations with delays
• Stochastic evolution equations and related measure processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic functional evolution equations with monotone nonlinearity: existence and stability of the mild solutions
• Averaging principles for stochastic 2D Navier-Stokes equations
• Weak convergence to a Markov process: The martingale approach
• Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process
• Extension of a stochastic integral with respect to cylindrical martingales
• The Skorohod integral and the derivative operator of functionals of a cylindrical Brownian motion
• Weakly nonlinear stochastic CGL equations
• Title not available (Why is that?)
• Infinitesimal Invariance for the Coupled KPZ Equations
• Khasminskii-Whitham averaging for randomly perturbed KdV equation

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