scientific article; zbMATH DE number 3386673

zbMATH Open0244.60045MaRDI QIDQ5656172FDOQ5656172

Authors: R. Cairoli 

Publication date: 1972

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)

Cited In (23)

• Malliavin calculus for two-parameter Wiener functionals
• Nonlinear stochastic integral equations in the plane
• White noise approach to multiparameter stochastic integration
• Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions)
• Logarithmic estimates for the density of hypoelliptic two-parameter diffusions
• Differentiation formulas for stochastic integrals in the plane
• On the local linearization of the one-dimensional stochastic wave equation with a multiplicative space-time white noise forcing
• Space-Time Stochastic Calculus and White Noise
• Stochastic differential equations on the plane: Smoothness of the solution
• Malliavin calculus for two-parameter Wiener functionals
• On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type.
• The support of the solution to a hyperbolic SPDE
• A stochastic telegraph equation from the six-vertex model
• Existence of Weak Solutions to Stochastic Differential Equations in the Plane with Continuous Coefficients
• Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients
• The law of the solution to a nonlinear hyperbolic SPDE
• Two-parameter heavy-traffic limits for infinite-server queues
• Dependence on the boundary condition for linear stochastic differential equations in the plane
• Title not available (Why is that?)
• Some remarks on a linear stochastic differential equation
• Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field
• Some remarks on stochastic differential equations in the plane with local Lipschitz coefficients
• Martingales and stochastic integrals for processes with a multi-dimensional parameter

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