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Volumn 55, Issue 3, 1981, Pages 331-350

A generalized formula of Ito and some other properties of stochastic flows

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0011612497 PISSN: 00443719 EISSN: 14322064 Source Type: Journal
DOI: 10.1007/BF00532124 Document Type: Article

Times cited : (48)

References (14)

2
- 84867927534
- Flots stochastiques et formule de Ito-Stratonovitch généralisée
- (1980) C.R. Acad. Sci. Paris, série A , vol.290 , pp. 483-486
- Bismut, J.M.¹

3
- 84932012642
- Bismut, J.M.: Principes de mécanique aléatoire. Lecture Notes in Mathematics. To appear

5
- 0040458265
- A., Friedman, M., Pinsky, Acad. Press, New York
- (1978) Stochastic dynamical systems and their flows. Stochastic Analysis , pp. 79-95
- Elworthy, K.D.¹

6
- 0000492982
- Lecture Notes in Mathematics, n∘ 721, Springer, Berlin-Heidelberg-New York
- (1979) Equations différentielles lipschitziennes: étude de la stabilité. Séminaire de Probabilités n∘ 13 , pp. 281-293
- Emery, M.¹

8
- 84931965235
- Proceedings of the International symposium on Stochastic differential equations of Kyoto, 1976, Kinokuniya, Tokyo
- (1978) Extension of stochastic integrals , pp. 95-109
- Ito, K.¹

10
- 84972538901
- On square-integrable martingales
- (1967) Nagoya Math. Journal , vol.30 , pp. 209-245
- Kunita, H.¹ Watanabe, S.²

11
- 0346052305
- Proceedings of the International symposium on Stochastic differential equations of Kyoto, 1976, Kinokuniya, Tokyo
- (1978) Stochastic Calculus of variations and hypoelliptic operators , pp. 195-263
- Malliavin, P.¹

12
- 33745443829
- Lecture Notes in Mathematics, n∘ 511, Springer, Berlin-Heidelberg-New York
- (1976) Un cours sur les intégrales stochastiques. Séminaire de Probabilités n∘ 10 , pp. 245-400
- Meyer, P.A.¹

13
- 0000395295
- 6th Berkeley Symposium on Probability and Statistics, University of California Press, Berkeley-Los Angeles
- (1972) On the support of diffusions with applications to the strong maximum principle , pp. 333-359
- Stroock, D.¹ Varadhan, S.R.S.²

14
- 0037693221
- Multidimensional diffusion processes
- Springer, Berlin-Heidelberg-New York
- (1979) Grundlehren der Mathematischen Wissenschaften 233
- Stroock, D.¹ Varadhan, S.R.S.²

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