Prévôt C, Röckner M. A Class of Stochastic Differential Equations. In: Prévôt C, Röckner M, eds. A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. Vol 1905. Berlin ; Heidelberg: Springer; 2007: 55-103
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolut...
International audienceThis research monograph presents results to researchers in stochastic calculus...
We propose a new method viz., using stochastic partial differential equations to study the pathwise ...
Prévôt C, Röckner M. Stochastic Differential Equations in Finite Dimensions. In: Prévôt C, Röckner M...
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very ac...
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction...
SIGLECNRS 14802 E / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
SIGLEAvailable from British Library Document Supply Centre- DSC:D52466/84 / BLDSC - British Library ...
The aim of these notes is to give an introduction to some aspects of the theory of Stochastic Partia...
Kaßmann M, Eberle A, Grothaus M, Hoh W, Stannat W, Trutnau G, eds. Stochastic partial differential e...
SIGLEAvailable from TIB Hannover: RO5073(507) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tec...
Prévôt C, Röckner M. Some Tools from Real Martingale Theory. In: Prévôt C, Röckner M, eds. A Concise...
Consider a Stratonovich stochastic differential equation dxt = X(xt) ◦ dBt + A(xt)dt (1) with C ∞ c...
These notes provide a concise introduction to stochastic differential equations and their applicatio...
C. Doleans-Dade: Stochastic processes and stochastic differential equations.- A. Friedman: Stochasti...
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolut...
International audienceThis research monograph presents results to researchers in stochastic calculus...
We propose a new method viz., using stochastic partial differential equations to study the pathwise ...
Prévôt C, Röckner M. Stochastic Differential Equations in Finite Dimensions. In: Prévôt C, Röckner M...
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very ac...
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction...
SIGLECNRS 14802 E / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
SIGLEAvailable from British Library Document Supply Centre- DSC:D52466/84 / BLDSC - British Library ...
The aim of these notes is to give an introduction to some aspects of the theory of Stochastic Partia...
Kaßmann M, Eberle A, Grothaus M, Hoh W, Stannat W, Trutnau G, eds. Stochastic partial differential e...
SIGLEAvailable from TIB Hannover: RO5073(507) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tec...
Prévôt C, Röckner M. Some Tools from Real Martingale Theory. In: Prévôt C, Röckner M, eds. A Concise...
Consider a Stratonovich stochastic differential equation dxt = X(xt) ◦ dBt + A(xt)dt (1) with C ∞ c...
These notes provide a concise introduction to stochastic differential equations and their applicatio...
C. Doleans-Dade: Stochastic processes and stochastic differential equations.- A. Friedman: Stochasti...
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolut...
International audienceThis research monograph presents results to researchers in stochastic calculus...
We propose a new method viz., using stochastic partial differential equations to study the pathwise ...
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