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Volumn , Issue , 2018, Pages 1-342

Stochastic Calculus: A Practical Introduction

(1)  Durrett, Richard a  

a NONE

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EID: 85194292990     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1201/9780203738283     Document Type: Book
Times cited : (252)

References (51)
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    • On Brownian slow points
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    • Quelquesapplications de la formule de changementde variables pour les semimartingales
    • C. Doléans-Dade (1970) Quelques applications de la formule de changement de variables pour les semimartingales. Z. fur Wahr. 16, 181–194
    • (1970) Z. Fur Wahr , vol.16
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    • Some problems on random walk in space
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    • Dvoretsky, A.1    Erdös, P.2
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    • A criterion for invariant measures of Markov processes
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    • Feller, W.1
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    • Excursions of Brownian motion and Bessel processes
    • R.K. Getoor and M. Sharpe (1979) Excursions of Brownian motion and Bessel processes. Z. fur. Wahr. 47, 83–106
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    • On isolated singularities of second order elliptic differential equations
    • D. Gilbarg and J. Serrin (1956) On isolated singularities of second order elliptic differential equations. J. d’Analyse Math. 4, 309–340
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    • On some connections between probability theory and differential and integral equations
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    • M. Kac (1951) On some connections between probability theory and differential and integral equations. Pages 189–215 in Proc. 2nd Berkeley Symposium, U. of California Press
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    • Schrödinger operators with singular potentials
    • T. Kato (1973) Schrödinger operators with singular potentials. Israel J. Math. 13,135–148
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    • Ergodic properties of recurrent diffusion processes and stabilization of the solution to the Cauchy problem for parabolic equations
    • R. Z. Khasminskii (1960) Ergodic properties of recurrent diffusion processes and stabilization of the solution to the Cauchy problem for parabolic equations. Theor. Prob. Appl. 5, 179–196
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    • The exterior Dirichlet problem for second order elliptic partial differential equations
    • N. Meyers and J. Serrin (1960) The exterior Dirichlet problem for second order elliptic partial differential equations. J. Math. Mech. 9, 513–538
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    • On the uniqueness of solutions to stochastic differential equations
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    • T. Yamada and S. Watanabe (1971) On the uniqueness of solutions to stochastic differential equations. J. Math. Kyoto 11, I, 155–167; II, 553–563
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    • Yamada, T.1    Watanabe, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.