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Volumn 3, Issue 2, 1997, Pages 233-245

Stochastic differential equations with random coefficients

Author keywords

Stochastic differential equations; Stratonovich integrals

Indexed keywords


EID: 0038094623     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318589     Document Type: Article
Times cited : (11)

References (12)
  • 1
    • 0002124082 scopus 로고
    • Liens entre équations différentielles stochastiques et ordinaires
    • Doss, H. (1977) Liens entre équations différentielles stochastiques et ordinaires. Ann. Inst. Henri Poincaré, Sect. B, 13, 99-125.
    • (1977) Ann. Inst. Henri Poincaré, Sect. B , vol.13 , pp. 99-125
    • Doss, H.1
  • 2
    • 51249166648 scopus 로고
    • Stochastic invariant imbedding. Application to stochastic differential equations with boundary conditions
    • Garnier, J. (1995) Stochastic invariant imbedding. Application to stochastic differential equations with boundary conditions. Probab. Theory Related Fields, 102, 249-271.
    • (1995) Probab. Theory Related Fields , vol.102 , pp. 249-271
    • Garnier, J.1
  • 3
    • 0000646385 scopus 로고
    • on the approximation of stochastic differential equations
    • Gyöngy, I. (1987) on the approximation of stochastic differential equations. Stoch. Stoch. Rep., 23, 331-352.
    • (1987) Stoch. Stoch. Rep , vol.23 , pp. 331-352
    • Gyöngy, I.1
  • 5
    • 0031282067 scopus 로고    scopus 로고
    • Anticipating stochastic differential equations of Stratonovich type
    • Kohatsu-Higa, A. and León, J. (1997) Anticipating stochastic differential equations of Stratonovich type. Appl. Math. Opt. To appear.
    • (1997) Appl. Math. Opt. To appear
    • Kohatsu-Higa, A.1    León, J.2
  • 7
    • 0000535958 scopus 로고
    • Large deviations for a class of anticipating stochastic differential equations
    • Millet, A., Nualart, D. and Sanz, M. (1992) Large deviations for a class of anticipating stochastic differential equations. Ann. Probab., 20, 1902-1931.
    • (1992) Ann. Probab , vol.20 , pp. 1902-1931
    • Millet, A.1    Nualart, D.2    Sanz, M.3
  • 8
    • 0000343766 scopus 로고    scopus 로고
    • Analysis on the Wiener and anticipating stochastic calculus. École d’Été de Probabilités de Saint Flour 1995
    • Berlin: Springer-Verlag. To appear
    • Nualart, D. (1997) Analysis on the Wiener and anticipating stochastic calculus. École d’Été de Probabilités de Saint Flour 1995. Lecture Notes in Math. Berlin: Springer-Verlag. To appear.
    • (1997) Lecture Notes in Math
    • Nualart, D.1
  • 9
    • 0001626619 scopus 로고
    • Stochastic calculus with anticipating integrands
    • Nualart, D. and Pardoux, E. (1988) Stochastic calculus with anticipating integrands. Probab. Theory Related Fields, 78, 535-581.
    • (1988) Probab. Theory Related Fields , vol.78 , pp. 535-581
    • Nualart, D.1    Pardoux, E.2
  • 10
    • 0002383320 scopus 로고
    • A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
    • Ocone, D. and E. Pardoux, (1989) A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations. Ann. Inst. Henri Poincaré, 25, 39-71.
    • (1989) Ann. Inst. Henri Poincaré , vol.25 , pp. 39-71
    • Ocone, D.1    Pardoux, E.2
  • 11
    • 21344479524 scopus 로고
    • Forward, backward and symmetric stochastic integration
    • Russo, F. and Vallois, P. (1993) Forward, backward and symmetric stochastic integration. Probab. Theory Related Fields, 97, 403-421.
    • (1993) Probab. Theory Related Fields , vol.97 , pp. 403-421
    • Russo, F.1    Vallois, P.2
  • 12
    • 84916539803 scopus 로고    scopus 로고
    • Sur quelques approximations d’intégrales stochastiques
    • Lecture Notes in Math. Berlin: Springer-Verlag
    • Yor, M. (1997) Sur quelques approximations d’intégrales stochastiques. Seminaire de Probabilités XI, pp 518-528. Lecture Notes in Math. Berlin: Springer-Verlag.
    • (1997) Seminaire de Probabilités XI , pp. 518-528
    • Yor, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.