FILTRATION OF BROWNIAN BRIDGES AND LINEAR STOCHASTIC DIFFERENTIAL-EQUATIONS

被引：0

|

作者：

JEULIN, T ^{[1
]}

YOR, M ^{[1
]}

机构：

[1] UNIV PARIS 06, PROBIL LAB, F-75252 PARIS 05, FRANCE

来源：

LECTURE NOTES IN MATHEMATICS | 1990年 / 1426卷

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

收藏

页码：227 / 265

页数：39

相关论文

共 50 条

[21] ASYMPTOTIC STABILITY OF LINEAR STOCHASTIC DIFFERENTIAL-EQUATIONS OF NEUTRAL TYPE
SHAIKHET, LE
MATHEMATICAL NOTES, 1992, 52 (1-2) : 856 - 858
[22] STOCHASTIC DIFFERENTIAL-EQUATIONS, LINEAR-FILTERING, AND CHAOS EXPANSION
POPSTOJANOVIC, ZR
STOCHASTIC PROCESSES IN ASTROPHYSICS, 1993, 706 : 8 - 12
[23] ANTICIPATING STOCHASTIC DIFFERENTIAL-EQUATIONS
NUALART, D
BULLETIN DES SCIENCES MATHEMATIQUES, 1993, 117 (01): : 49 - 62
[24] STABILITY OF STOCHASTIC DIFFERENTIAL-EQUATIONS
IUDAEV, GS
PMM JOURNAL OF APPLIED MATHEMATICS AND MECHANICS, 1977, 41 (03): : 427 - 433
[25] MULTIVALUED STOCHASTIC DIFFERENTIAL-EQUATIONS
CEPA, E
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1994, 319 (10): : 1075 - 1078
[26] QUANTUM STOCHASTIC DIFFERENTIAL-EQUATIONS
ALICKI, R
RUDNICKI, S
SADOWSKI, S
ACTA PHYSICA POLONICA B, 1992, 23 (04): : 317 - 322
[27] STOCHASTIC DIFFERENTIAL-EQUATIONS IN FINANCE
SHARP, KP
APPLIED MATHEMATICS AND COMPUTATION, 1990, 39 (03) : S207 - S224
[28] STATIONARITY AND STOCHASTIC DIFFERENTIAL-EQUATIONS
BENAROYA, H
APPLIED MATHEMATICAL MODELLING, 1990, 14 (12) : 649 - 654
[29] SIMULATION OF STOCHASTIC DIFFERENTIAL-EQUATIONS
SAITO, Y
MITSUI, T
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1993, 45 (03) : 419 - 432
[30] STOCHASTIC DIFFERENTIAL-EQUATIONS IN FINANCE
SHARP, KP
APPLIED MATHEMATICS AND COMPUTATION, 1990, 37 (02) : 131 - 148

← 1 2 3 4 5 →