Local Behaviour of Solutions of Stochastic Integral Equations

DOI10.2307/1995977zbMath0245.60046OpenAlexW4230033320MaRDI QIDQ5657459

William J. Anderson

Publication date: 1972

Full work available at URL: https://doi.org/10.2307/1995977

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic integral equations (60H20)

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Cites Work

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• Lectures on stochastic processes. Notes by K. Muralidhara Rao. Reissued ed
• Equivalence of Markov Processes