INTERPRETATION OF STOCHASTIC DIFFERENTIAL-EQUATIONS AS ORDINARY DIFFERENTIAL-EQUATIONS WHICH DEPEND ON SAMPLE POINT

被引:48
作者
SUSSMANN, HJ [1 ]
机构
[1] RUTGERS STATE UNIV,DEPT MATH,NEW BRUNSWICK,NJ 08903
关键词
D O I
10.1090/S0002-9904-1977-14312-7
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
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页码:296 / 298
页数:3
相关论文
共 2 条
[1]  
ELLIOT D, 1969, THESIS UCLA
[2]  
Lamperti J., 1964, J MATH KYOTO U, V4, P161