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Volumn 3, Issue , 1998, Pages

On the approximate solutions of the Stratonovitch equation

Author keywords

Kolmogorov lemma; Quasi sure analysis; Stratonovitch equations

Indexed keywords


EID: 0013066089     PISSN: 10836489     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (3)

References (14)
  • 7
    • 0025226789 scopus 로고
    • On the approximation of Stochastic Differential Equations and on Stroock-Varadhan's Support Theorem
    • I.Gyöngy-T.Pröhle On the approximation of Stochastic Differential Equations and on Stroock-Varadhan's Support Theorem. Computers Math. Applic. 19, 65-70, 1990
    • (1990) Computers Math. Applic. , vol.19 , pp. 65-70
    • Gyöngy, I.1    Pröhle, T.2
  • 9
    • 0041532225 scopus 로고
    • On the support of the solution of Stochastic differential Equations
    • V.Mackevičius On the support of the solution of Stochastic Differential Equations. Litovskij Matematikow Rinkings XXXVI (1), 91-98, 1986
    • (1986) Litovskij Matematikow Rinkings , vol.36 , Issue.1 , pp. 91-98
    • Mackevičius, V.1
  • 12
    • 0010047975 scopus 로고
    • Analyse quasi-sûre des équations différentielles stochastiques
    • J.Ren Analyse quasi-sûre des équations diffé rentielles stochastiques Bull. Soc. Math.,2ème série, 114, p.187-213, 1990
    • (1990) Bull. Soc. Math.,2ème Série , vol.114 , pp. 187-213
    • Ren, J.1
  • 14
    • 0000395295 scopus 로고
    • On the Support of Diffusion Processes with Applications to the strong maximum Principle
    • Univ. California Press, Berkeley
    • D.W.Stroock-SRS.Varadhan On the Support of Diffusion Processes with Applications to the strong maximum Principle. Proc. sixth Berkeley Symp. Math. Stat. rob. 3, 333-359, Univ. California Press, Berkeley, 1972
    • (1972) Proc. Sixth Berkeley Symp. Math. Stat. Rob. , vol.3 , pp. 333-359
    • Stroock, D.W.1    Varadhan, S.R.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.