메뉴 건너뛰기




Volumn 150, Issue 1-2, 2011, Pages 295-319

On the Itô-Wentzell formula for distribution-valued processes and related topics

Author keywords

It Wentzell formula; Stochastic Fubini theorem

Indexed keywords


EID: 79956201422     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-010-0275-x     Document Type: Article
Times cited : (88)

References (8)
  • 1
  • 2
    • 33747358454 scopus 로고
    • Stochastic differential equations occurring in the estimation of continuous parameter stochastic processes
    • Kallianpur G., Striebel C.: Stochastic differential equations occurring in the estimation of continuous parameter stochastic processes. Teor. Verojatnost. i Primenen. 14, 597-622 (1969).
    • (1969) Teor. Verojatnost. I Primenen. , vol.14 , pp. 597-622
    • Kallianpur, G.1    Striebel, C.2
  • 3
    • 0031320508 scopus 로고    scopus 로고
    • On SPDEs and superdiffusions
    • Krylov N. V.: On SPDEs and superdiffusions. Ann. Probab. 25(4), 1789-1809 (1997).
    • (1997) Ann. Probab. , vol.25 , Issue.4 , pp. 1789-1809
    • Krylov, N.V.1
  • 5
    • 4544279512 scopus 로고    scopus 로고
    • Stochastic flows and stochastic differential equations
    • Cambridge University Press, Cambridge
    • Kunita, H.: Stochastic flows and stochastic differential equations. In: Cambridge Studies in Advanced Mathematics, vol. 24. Cambridge University Press, Cambridge (1997).
    • (1997) Cambridge Studies in Advanced Mathematics , vol.24
    • Kunita, H.1
  • 6
    • 33845275169 scopus 로고    scopus 로고
    • Stochastic integration and differential equations
    • 2nd edn, Version 2. 1, Corrected third printing. Springer, Berlin
    • Protter, P. E.: Stochastic integration and differential equations. In: Stochastic Modelling and Applied Probability, vol. 21, 2nd edn, Version 2. 1, Corrected third printing. Springer, Berlin (2005).
    • (2005) Stochastic Modelling and Applied Probability , vol.21
    • Protter, P.E.1
  • 8
    • 58149190099 scopus 로고    scopus 로고
    • On the stochastic Fubini theorem in infinite dimensions
    • Lecture Notes in Pure Applied Mathematics,Chapman & Hall/CRC, Boca Raton
    • van Neerven, J., Veraar, M.: On the stochastic Fubini theorem in infinite dimensions. In: Stochastic partial differential equations and applications-VII, Lecture Notes in Pure Applied Mathematics, vol. 245, pp. 323-336. Chapman & Hall/CRC, Boca Raton (2006).
    • (2006) Stochastic partial differential equations and applications-VII , vol.245 , pp. 323-336
    • van Neerven, J.1    Veraar, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.