Stochastic differentials

DOI10.1007/BF01447959MaRDI QIDQ1225395zbMATH OpenOpenAlexFDO

Authors Kiyosi Itô

Publication date 1975

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01447959

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Cites work

• scientific article; zbMATH DE number 3256958 (Why is no real title available?)
• Martingale Integrals
• On Square Integrable Martingales
• On the growth of stochastic integrals
• On the relation between ordinary and stochastic differential equations
• Quasi-Martingales

Cited in

(28)

• THE SEGAL–BARGMANN TRANSFORM FOR TWO-DIMENSIONAL EUCLIDEAN QUANTUM YANG–MILLS
• `Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century
• On the equivalence of probability spaces
• Integral of differential forms along the path of diffusion processes
• Modeling and approximation of stochastic differential equations driven by semimartingales^†
• Some approximations of stochastic integrals and solutions of stochastic differential equations
• scientific article; zbMATH DE number 3673314 (Why is no real title available?)
• On stochastic horizontal lifts
• Coupling all the Lévy stochastic areas of multidimensional Brownian motion
• On state-constrained porous-media systems with gradient-type multiplicative noise
• Transformations of the Brownian motion on a Riemannian symmetric space
• Radon-Nikodym derivatives of a class of weak distributions on Hilbert spaces
• A class of approximations of Brownian motion
• The stochastic fast logarithmic equation in \(\mathbb{R}^d\) with multiplicative Stratonovich noise
• Likelihood ratios for signals in additive white noise
• Theorems of Fubini Type for Iterated Stochastic Integrals
• Clustering, coding, and the concept of similarity
• On spectra of the Schr�dinger operator with a white Gaussian noise potential
• Stochastic differential equations and Nilpotent Lie algebras
• Itô stochastic differentials
• On a limit theorem for branching one-dimensional diffusion processes
• Martingales in Japan
• The role of the Onsager–Machlup Lagrangian in the theory of stationary diffusion process
• Likelihood ratios for signals in additive white noise
• Thermal stability of solitons in protein \(\alpha\)-helices
• Stochastic calculus, statistical asymptotics, Taylor strings and phyla
• On a new derivation of the Navier-Stokes equation
• Symmetric stochastic integrals and their approximations

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