On the Itô–Wentzell formula for distribution-valued processes and related topics

Author:

Krylov N. V.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference8 articles.

1. Adams R.A.: Sobolev Spaces. Academic Press, New York (1975)

2. Kallianpur G., Striebel C.: Stochastic differential equations occurring in the estimation of continuous parameter stochastic processes. Teor. Verojatnost. i Primenen. 14, 597–622 (1969)

3. Krylov N.V.: On SPDEs and superdiffusions. Ann. Probab. 25(4), 1789–1809 (1997)

4. Krylov, N.V.: An analytic approach to SPDEs. In: Stochastic Partial Differential Equations: Six Perspectives, Mathematical Surveys and Monographs, vol. 64, pp. 185–242. AMS, Providence (1999)

5. Kunita, H.: Stochastic flows and stochastic differential equations. In: Cambridge Studies in Advanced Mathematics, vol. 24. Cambridge University Press, Cambridge (1997)

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