Stochastic differential equations
- 1 June 1975
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 5 (2) , 121-177
- https://doi.org/10.1016/0047-259x(75)90036-6
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Technical Note—The Random Nature of Stock-Market PricesOperations Research, 1974
- On McShane’s Belated Stochastic IntegralSIAM Journal on Applied Mathematics, 1972
- Stochastic Integrals and Stochastic Functional EquationsSIAM Journal on Applied Mathematics, 1969
- On the relation between ordinary and stochastic differential equationsInternational Journal of Engineering Science, 1965
- On a Formula Concerning Stochastic DifferentialsNagoya Mathematical Journal, 1951