Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis
Reference9 articles.
1. Doob, J.L.: Stochastic processes. New York: John Wiley & Sons 1953.
2. Dynkin, E.B.: Markov processes ? I. Berlin: Springer and New York: Academic Press 1965.
3. Stratonovich, R.L.: A new representation for stochastic integrals. Vestnik Moskov Univ., Ser. I, 1, 3- 12 (1964). Reprinted in SIAM J. Control 4, 362?371 (1966).
4. Wong, E., and M. Zakai: On the relationship between ordinary and stochastic differential equations. Internat. J. Engin. Sci. 3, 213?229 (1965).
5. ? ?: On the convergence of ordinary integrals to stochastic integrals. Ann. math. Statistics 36, 1560?1564 (1965).
Cited by
85 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献