Second Order Itô Processes

DOI10.1017/S0027763000013118MaRDI QIDQ5580729zbMATH OpenFDO

Authors Jerome A. Goldstein

Publication date 1969

Published in Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0027763000013118

zbMATH Keywords

probability theory

Cites work

• A Controversy in Problems Involving Random Parametric Excitation
• An existence theorem for linear stochastic differential equations
• On a Formula Concerning Stochastic Differentials
• Oscillation of sample functions in diffusion processes
• Sample quadratic variation of sample continuous, second order martingales
• The oscillation of stochastic integrals

Cited in

(3)

• Statistical inference for some volterra population processes in a random environment
• Second order nonlinear stochastic differential equations
• Explosion time of second-order Ito processes

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