scientific article; zbMATH DE number 3359492

zbMATH Open0226.60053MaRDI QIDQ5633362FDOQ5633362

Authors: Kiyosi Itô 

Publication date: 1969

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

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic processes (60Gxx)

Cited In (29)

• A limit theorem related to a new class of self similar processes
• Différentiabilité stochastique des fonctions finement harmoniques
• Stochastic analysis on finite dimensional Siegel disks, approach to the infinite dimensional Siegel disk and upper half-plane
• Stochastic clearing systems
• On Lundh's percolation diffusion
• On the multiple stable integral
• Maximal inequalities and some applications
• On nonlinear semigroups for Markov processes associated with optimal stopping
• Stochastic Lyapunov functions without differentiability at supposed equilibria
• The nonrelativistic limit problem for a relativistic spinless particle in an electromagnetic field
• A self-similar process with nowhere bounded sample paths
• On birth and death processes in symmetric random environment
• A local large deviation principle for inhomogeneous birth-death processes
• Potential theory associated with Uhlenbeck-Ornstein process
• More limit theory for the sample correlation function of moving averages
• Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution
• Representations, decompositions and sample function continuity of random fields with independent increments
• Path integral for the Weyl quantized relativistic Hamiltonian
• Nonconservative dynamics of vortical structures: A statistical-mechanical perspective
• Pricing used products for remanufacturing
• Exponential families of stochastic processes and Lévy processes
• A class of micropulses and antipersistent fractional Brownian motion
• A thinning result for pure jump processes
• Aspects of probabilistic Littlewood-Paley theory
• Construction of generalized diffusion processes: the resolvent approach
• Symmetric polynomials of random variables attracted to an infinitely divisible law
• Analytical methods for performance evaluation of nonlinear filters
• A bivariate stable characterization and domains of attraction
• Optimal multichannel nonlinear filtering

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