The Stochastic Differential Equation Approach to Analysis on Path Space
From MaRDI portal
Publication:4906095
DOI10.1142/9789814360920_0008zbMATH Open1271.58020OpenAlexW1605627380MaRDI QIDQ4906095FDOQ4906095
Authors: Xue-Mei Li 
Publication date: 21 February 2013
Published in: Interdisciplinary Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/4352ba584c70d49d13b1c2f7c01614b0c7404008
Recommendations
- On the pathwise approximation of stochastic differential equations
- Publication:3197084
- scientific article; zbMATH DE number 2078360
- The space of stochastic differential equations
- Path integral methods for stochastic differential equations
- The pathwise convergence of approximation schemes for stochastic differential equations
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
- scientific article; zbMATH DE number 1210402
- Stochastic integration and differential equations for typical paths
- Stochastic flows and geometric analysis on path spaces
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)
Cited In (10)
- Homotopy Analysis Method for Stochastic Differential Equations with Maxima
- Divergence theorems in path space
- Aspects of stochastic global analysis
- Path probability of stochastic motion: a functional approach
- Special Itô maps and an \(L^2\) Hodge theory
- On stochastic differential equations in a configuration space
- Geometric stochastic analysis on path spaces
- Title not available (Why is that?)
- An \(L^{2}\) theory for differential forms on path spaces. I
- Stochastic flows and geometric analysis on path spaces
This page was built for publication: The Stochastic Differential Equation Approach to Analysis on Path Space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4906095)
