kw.\*:("Ecuación Itô")
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Coupled Ito equations of continuous quantum state measurement and estimationDIOSI, Lajos; KONRAD, Thomas; SCHERER, Artur et al.Journal of physics. A, mathematical and general. 2006, Vol 39, Num 40, issn 0305-4470, L575-L581Article
Calculus on Fock space and a non-adapted quantum Itô formulaPRIVAULT, N.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1996, Vol 323, Num 8, pp 927-932, issn 0764-4442Article
Parabolic Ito Equations with Mixed in Time ConditionsDOKUCHAEV, Nikolai.Stochastic analysis and applications. 2008, Vol 26, Num 3, pp 562-576, issn 0736-2994, 15 p.Article
Three-level description of the domino cellular automatonCZECHOWSKI, Zbigniew; BIALECKI, Mariusz.Journal of physics. A, Mathematical and theoretical (Print). 2012, Vol 45, Num 15, issn 1751-8113, 155101.1-155101.19Article
Stability radii of some stochastic differential equationsMOROZAN, T.Stochastics and stochastics reports (Print). 1995, Vol 54, Num 3-4, pp 281-291, issn 1045-1129Article
Some remarks about backward itô formula and applicationsDA PRATO, G.Stochastic analysis and applications. 1998, Vol 16, Num 6, pp 993-1003, issn 0736-2994Article
Continuity of some anticipating integral processesYAOZHONG HU; NUALART, D.Statistics & probability letters. 1998, Vol 37, Num 2, pp 203-211, issn 0167-7152Article
The Malliavin calculus and stochastic delay equationsBELL, D. R; MOHAMMED, S.-E. A.Journal of functional analysis. 1991, Vol 99, Num 1, pp 75-99, issn 0022-1236Article
Exponential estimates in exit probability for some diffusion processes in Hilbert spacesCHOW, P.-L; MENALDI, J.-L.Stochastics and stochastics reports (Print). 1990, Vol 29, Num 3, pp 377-393, issn 1045-1129, 17 p.Article
Stochastic self-stabilizationMAO, X.Stochastics and stochastics reports (Print). 1996, Vol 57, Num 1-2, pp 57-70, issn 1045-1129Article
State-feedback control of systems with multiplicative noise via linear matrix inequalitiesEL GHAOUI, L.Systems & control letters. 1995, Vol 24, Num 3, pp 223-228, issn 0167-6911Article
A finite fuel stochastic control problem on a finite time horizonWEERASINGHE, A. P. N.SIAM journal on control and optimization. 1992, Vol 30, Num 6, pp 1395-1408, issn 0363-0129Article
Construction of Equivalent Stochastic Differential Equation ModelsALIEN, Edward J; ALLEN, Linda J. S; ARCINIEGA, Armando et al.Stochastic analysis and applications. 2008, Vol 26, Num 2, pp 274-297, issn 0736-2994, 24 p.Article
Approximate symmetries and conservation laws for Itô and Stratonovich dynamical systemsIBRAGIMOV, Nail H; ÜNAL, Gazanfer; JOGREUS, Claes et al.Journal of mathematical analysis and applications. 2004, Vol 297, Num 1, pp 152-168, issn 0022-247X, 17 p.Article
On weak uniqueness for some diffusions with discontinuous coefficientsKRYIOV, N. V.Stochastic processes and their applications. 2004, Vol 113, Num 1, pp 37-64, issn 0304-4149, 28 p.Article
CALCUL STOCHASTIQUE RELATIF À UNE CLASSE DE PROCESSUS QUI CONTIENT STRICTEMENT LES SEMI-MARTINGALES = Stochastic calculus for a class of processes with semimartingalesErrami, Mohammed; Russo, Francesco.2000, 105 p.Thesis
Optimal singular control strategies for controlling a process to a goalMCBETH, D. W; WEERASINGHE, A. P. N.Stochastic processes and their applications. 1999, Vol 83, Num 1, pp 171-186, issn 0304-4149Article
The Itô and Stratonovich integrals for stochastic differential equations with Poisson white noiseGRIGORIU, M.Probabilistic engineering mechanics. 1998, Vol 13, Num 3, pp 175-182, issn 0266-8920Article
Large deviations for stable Itô equationsTUDOR, C.Statistics & probability letters. 1998, Vol 40, Num 2, pp 103-111, issn 0167-7152Article
Bilinear characterization of higher order Ito-equationsSPRINGAEL, J; HU, X.-B; LORIS, I et al.Journal of the Physical Society of Japan. 1996, Vol 65, Num 5, pp 1222-1226, issn 0031-9015Article
Almost periodic solutions of affine stochastic evolution equationsTUDOR, C.Stochastics and stochastics reports (Print). 1992, Vol 38, Num 4, pp 251-266, issn 1045-1129Article
The parametrix method approach to diffusions in a turbulent Gaussian environmentKOMOROWSKI, T.Stochastic processes and their applications. 1998, Vol 74, Num 2, pp 165-193, issn 0304-4149Article
Stochastic differential calculus, the moyal *-product, and noncommutative geometryDIMAKIS, A; MÜLLER-HOISSEN, F.letters in mathematical physics. 1993, Vol 28, Num 2, pp 123-137, issn 0377-9017Article
A Backlund transformation and nonlinear superposition formula of a higher-order Ito equationXING-BIAO HU.Journal of physics. A, mathematical and general. 1993, Vol 26, Num 21, pp 5895-5903, issn 0305-4470Article
Action functional for a diffusion process with discontinuous driftKOROSTELEV, A. P; LEONOV, S. L; CHOBANYAN, S. A et al.Theory of probability and its applications. 1992, Vol 37, Num 3, pp 543-550, issn 0040-585XArticle