On the decomposition of solutions of stochastic differential equations-Reference-Cited by-同舟云学术

On the decomposition of solutions of stochastic differential equations

Published:1981 Issue: Volume: Page:213-255
ISSN:0075-8434
Container-title:Lecture Notes in Mathematics
language:
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Author:

Kunita Hiroshi

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/BFb0088729

Reference19 articles.

1. J. M. Bismut; Flots stochastiques et formula de Ito-Stratonovich généralisée, C. R. Acad. Sci. Paris, t. 290 (10 mars 1980)

2. Ju. N. Blagoveščenskii-M. I. Freidlin; Some properties of diffusion processes depending on a parameter, DAN 138 (1961), Soviet Math. 2 (1961), 633–636

3. K. T. Chen; Decomposition of differential equations, Math. Annalen 146 (1962), 263–278

4. J. M. C. Clark; The design of robust approximations to the stochastic differential equations of non linear filtering, in "Communication Systems and Random Process Theory" ed. by J. K. Skwirzynski, NATO Advanced Study Institute Series, Sijthoff and Noordhoff, Alphen aan den Rijn, 1978

5. M. H. A. Davis; A pathwise solution of the equations of non linear filtering, 12th European Meeting of Statisticians, Varna, 1979

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