๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Strong Markov Local Dirichlet Processes and Stochastic Differential Equations

โœ Scribed by Engelbert, H. J.; Wolf, J.


Book ID
118227051
Publisher
Society for Industrial and Applied Mathematics
Year
1999
Tongue
English
Weight
299 KB
Volume
43
Category
Article
ISSN
0040-585X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


[Stochastic Modelling and Applied Probab
โœ Khasminskii, Rafail ๐Ÿ“‚ Article ๐Ÿ“… 2012 ๐Ÿ› Springer Berlin Heidelberg ๐ŸŒ German โš– 477 KB

Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. To date exact formulas for the Lyapunov exponent, the criteria for the moment and almost sure sta

Strong Markov Continuous Local Martingal
โœ H. J. Engelbert; W. Schmidt ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 944 KB

The main purpose of the present paper is to investigate the connection between strong MARKOV continuous local martingales and solutions of one-dimensional stochastic differential equations driven by a WIENER process. Thus this paper contributes to the general problem to clarify the structure of MAB