Wick Approximation of Quasilinear Stochastic Differential Equations
- 1 January 1996
- book chapter
- Published by Springer Nature
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Some comments on the filtering of diffusions and the malliavin calculusPublished by Springer Nature ,2006
- Linear stochastic differential equations and Wick productsProbability Theory and Related Fields, 1994
- Positive and Strongly Positive Wiener FunctionalsPublished by Springer Nature ,1993
- Transformation of Wiener measure under anticipative flowsProbability Theory and Related Fields, 1992
- Linear skorohod stochastic differential equationsProbability Theory and Related Fields, 1991
- Applications of anticipating stochastic calculus to stochastic differential equationsPublished by Springer Nature ,1990
- Stochastic calculus with anticipating integrandsProbability Theory and Related Fields, 1988
- Globally classical solutions for nonlinear equations of first orderCommunications in Partial Differential Equations, 1985
- On nonlinear transformations of Gaussian measuresJournal of Functional Analysis, 1974
- On the relation between ordinary and stochastic differential equationsInternational Journal of Engineering Science, 1965