Stochastic Integrals and Stochastic Functional Equations
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(21)- Stochastic differential equations
- A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
- Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral
- A descriptive definition of the backwards Itô-Henstock integral
- Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral
- Stochastic calculus on Fréchet spaces
- Backwards Itô-Henstock's version of Itô's formula
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- Existence, Uniqueness, and Upper Estimates for Solutions of Mcshane Type Stochastic Differential Systems
- First passage time process of a standard brownian motion
- On the existence and uniqueness of solutions of McShane type stochastic differential equations
- scientific article; zbMATH DE number 6980693 (Why is no real title available?)
- Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
- Backwards Itô-Henstock integral for the Hilbert-Schmidt-valued stochastic process
- scientific article; zbMATH DE number 7049455 (Why is no real title available?)
- Product Integral Solutions for Hereditary Systems
- Stratonovich-Henstock integral for the operator-valued stochastic process
- A note on Henstock-Itô's non-stochastic integral
- Operator-valued stochastic differential equations in the context of Kurzweil-like equations
- Stability for generalized stochastic equations
- Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity
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