SAMPLE TREATMENT OF LANGEVIN-TYPE STOCHASTIC DIFFERENTIAL EQUATIONS

被引:2
作者
RUYMGAART, PA
SOONG, TT
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D O I
10.1016/0022-247X(71)90116-8
中图分类号
O29 [应用数学];
学科分类号
070104 ;
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页码:325 / +
页数:1
相关论文
共 5 条
  • [1] Doob J. L., 1953, STOCHASTIC PROCESSES
  • [2] Halmos P.R., 1950, MEASURE THEORY
  • [3] SKOROKHOD Y, 1965, STUDIES THEORY RANDO
  • [4] URBANIK K, 1958, STUD MATH, V16, P268
  • [5] ON THE CONVERGENCE OF ORDINARY INTEGRALS TO STOCHASTIC INTEGRALS
    WONG, E
    ZAKAI, M
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (05): : 1560 - 1564