✦ LIBER ✦

Stochastic Integrals and Stochastic Differential Equations over the Field ofp-Adic Numbers

✍ Scribed by Anatoly N. Kochubei

Book ID: 110366901
Publisher: Springer Netherlands
Year: 1997
Tongue: English
Weight: 183 KB
Volume: 6
Category: Article
ISSN: 0926-2601
DOI: 10.1023/a:1017913800810

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Some moment inequalities for stochastic

Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations

✍ Moshe Zakai 📂 Article 📅 1967 🏛 The Hebrew University Magnes Press 🌐 English ⚖ 223 KB

The Itô and Stratonovich integrals for s

The Itô and Stratonovich integrals for stochastic differential equations with poisson white noise

✍ Mircea Grigoriu 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 808 KB

The relationship between the It6 and the Stratonovich integrals used for solving stochastic differential equations with Gaussian white noise is well known. However, this relationship seems to be less clear when dealing with stochastic differential equations driven by Poisson white noise. It is shown

ON THE SOLUTION OF STOCHASTIC DIFFERENTI

ON THE SOLUTION OF STOCHASTIC DIFFERENTIAL AND INTEGRAL EQUATIONS USING AN L p CALCULUS AND A STOCHASTIC GREEN'S FORMULA

✍ Pels, L. M.; Meidan, R. 📂 Article 📅 1982 🏛 Taylor and Francis Group 🌐 English ⚖ 456 KB

Highlight Notes on “Fractional quantum f

Highlight Notes on “Fractional quantum field theory, path integral, and stochastic differential equation for strongly interacting many-particle systems” by Hagen Kleinert

✍ Lewenstein, M. 📂 Article 📅 2012 🏛 EDP Sciences 🌐 English ⚖ 113 KB