scientific article; zbMATH DE number 774034
From MaRDI portal
Publication:4839089
zbMath0827.34049MaRDI QIDQ4839089
Publication date: 13 July 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wiener chaos expansionItô calculusanticipating stochastic differential equationStratonovich differential equationChen integral
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear ordinary differential equations and systems (34A34) Ordinary differential equations and systems with randomness (34F05) Model systems in control theory (93C99)
Related Items (5)
Flow equations on spaces of rough paths ⋮ Variational principles for fluid dynamics on rough paths ⋮ On the two-parameter fractional Brownian motion and Stieltjes integrals for Hölder functions. ⋮ Pathwise stochastic integrals for model free finance ⋮ Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion
This page was built for publication:
