Consider a Stratonovich stochastic differential equation dxt = X(xt) ◦ dBt + A(xt)dt (1) with C ∞ coefficients on a compact Riemannian manifold M, with associate
A breakthrough approach to the theory and applications of stochastic integration The theory of stoch...
Stochastic analysis is the analysis of functionals defined on the Wiener space, i.e., the space on w...
This little book is a brilliant introduction to an important boundary field between the theory of pr...
Introduction Consider a Stratonovich stochastic differential equation dx t = X(x t ) ffi dB t +A(x...
SIGLEAvailable from British Library Document Supply Centre- DSC:D52466/84 / BLDSC - British Library ...
Prévôt C, Röckner M. A Class of Stochastic Differential Equations. In: Prévôt C, Röckner M, eds. A C...
The aim of these notes is to relate covariant stochastic integration in a vector bundle E [as in Nor...
International audienceThis volume contains lecture notes from the courses given by Vlad Bally and Ra...
This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelo...
AbstractStochastic integrals are constructed with values in a compact Riemann manifold from a contin...
This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelo...
Lectures Notes of the Barcelona Summer School on Stochastic Analysis, Centro de Recerca de Matematic...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the ...
summary:In this paper we derive the Integration-by-Parts Formula using the generalized Riemann appro...
A breakthrough approach to the theory and applications of stochastic integration The theory of stoch...
Stochastic analysis is the analysis of functionals defined on the Wiener space, i.e., the space on w...
This little book is a brilliant introduction to an important boundary field between the theory of pr...
Introduction Consider a Stratonovich stochastic differential equation dx t = X(x t ) ffi dB t +A(x...
SIGLEAvailable from British Library Document Supply Centre- DSC:D52466/84 / BLDSC - British Library ...
Prévôt C, Röckner M. A Class of Stochastic Differential Equations. In: Prévôt C, Röckner M, eds. A C...
The aim of these notes is to relate covariant stochastic integration in a vector bundle E [as in Nor...
International audienceThis volume contains lecture notes from the courses given by Vlad Bally and Ra...
This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelo...
AbstractStochastic integrals are constructed with values in a compact Riemann manifold from a contin...
This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelo...
Lectures Notes of the Barcelona Summer School on Stochastic Analysis, Centro de Recerca de Matematic...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the ...
summary:In this paper we derive the Integration-by-Parts Formula using the generalized Riemann appro...
A breakthrough approach to the theory and applications of stochastic integration The theory of stoch...
Stochastic analysis is the analysis of functionals defined on the Wiener space, i.e., the space on w...
This little book is a brilliant introduction to an important boundary field between the theory of pr...