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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

Optimal stabilization of stochastic systemsPHILLIS, Y. A.Journal of mathematical analysis and applications. 1983, Vol 94, Num 2, pp 489-500, issn 0022-247XArticle

THEOREME RELATIF AU COMPORTEMENT LIMITE DE LA SOLUTION D'UNE EQUATION DIFFERENTIELLE STOCHASTIQUE DU TYPE DE DIFFUSIONROOS E.1974; IZVEST. AKAD. NAUK ESTON. S.S.R., FIZ. MAT.; S.S.S.R.; DA. 1974; VOL. 23; NO 4; PP. 353-361; ABS. EST. ANGL.; BIBL. 4 REF.Article

Une extension du calcul d'Itô via le calcul des variations stochastiques = The extension of Itô calculus via the stochastic variation calculusALI SULEYMAN USTUNEL; MALLIAVIN, P.Comptes rendus des séances de l'Académie des sciences. Série 1, Mathématique. 1985, Vol 300, Num 9, pp 277-279, issn 0249-6291Article

Semi-martingales indexées par une partie de Rd et formule de Itô. Cas continu = Semimartingales indexed by a part of Rd and Itô formula. Continuous caseALLAIN, M.-F.Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete. 1984, Vol 65, Num 3, pp 421-444, issn 0044-3719Article

Une formule d'Itô pour les martingales continues à deux indices et quelques applications = An Itô formula for two parameter continuous martingales and some applicationsNUALART, D.Annales de l'Institut Henri Poincaré. Section B. Calcul des probabilités et statistiques. 1984, Vol 20, Num 3, pp 251-275, issn 0020-2347Article

ON INFINITE DIMENSIONAL ITO'S FORMULA.LIN TF.1975; PROC. AMER. MATH. SOC.; U.S.A.; DA. 1975; VOL. 49; NO 1; PP. 219-226; BIBL. 6 REF.Article

SOBRE EL CARACTER FELLERIANO DE LA SOLUCION DE LA ECUACION DE ITO GENERALIZADA. = SUR LE CARACTERE FELLERIEN DE LA SOLUTION DE L'EQUATION DE ITO GENERALISEEFERNANDEZ VIVAS C; GUTIERREZ JAIMEZ R.1975; TRAB. ESTADIST. INVEST. OPER.; ESP.; DA. 1975; VOL. 26; NO 1-3; PP. 169-178; ABS. ANGL.; BIBL. 8 REF.Article

FORMULE D'ITO GENERALISEE POUR UNE INTEGRALE STOCHASTIQUE ELARGIE SUIVANT UNE MESURE ALEATOIRE DE POISSONKABANOV YU M.1974; USP. MAT. NAUK; S.S.S.R.; DA. 1974; VOL. 29; NO 4; PP. 167-168; BIBL. 3 REF.Article

SOME ASPECTS OF THE BOUNDEDNESS OF SOLUTIONS FOR ITO EQUATIONLEWIN M.1980; BUL. INST. POLITEH. IASI SECT.1; ISSN 0304-5188; ROM; DA. 1980; VOL. 26; NO 3-4; PP. 85-94; ABS. RUM; BIBL. 7 REF.Article

A GENERAL UNIQUENESS THEOREM FOR SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS.GARD TC.1976; S.I.A.M. J. CONTROL OPTIMIZ.; U.S.A.; DA. 1976; VOL. 14; NO 3; PP. 445-457; BIBL. 11 REF.Article

Sur la question d'existence d'une solution forte d'une équation différentielle stochastique du type de ItoFEDORENKO, I. V.Teoriâ verojatnostej i eë primeneniâ. 1984, Vol 29, Num 1, pp 120-123, issn 0040-361XArticle

Introduction to stochastic integrationCHUNG, KAI LAI; WILLIAMS, R. J.1983, 191 p., isbn 3-7643-3117-8Book

INTEGRATION APPROCHEE D'EQUATIONS STOCHASTIQUESMIL'SHTEJ GN.1974; TEOR. VEROJAT. PRIMEN.; S.S.S.R.; DA. 1974; VOL. 19; NO 3; PP. 583-588; ABS. ANGL.; BIBL. 5 REF.Article

On the Ito formula of noncausal typeOGAWA, S; SEKIGUCHI, T; YOSIDA, K et al.Proceedings of the Japan Academy. Series A Mathematical sciences. 1984, Vol 60, Num 7, pp 249-251, issn 0386-2194Article

FONCTIONS ALEATOIRES DE DIFFUSION A TEMPS MULTIDIMENSIONNELDALETSKIJ YU L; TSVINTARNAYA ND.1982; UKR. MAT. Z.; ISSN 0041-6053; UKR; DA. 1982; VOL. 34; NO 1; PP. 20-24; BIBL. 4 REF.Article

INTEGRALES STOCHASTIQUES AVEC UN PARAMETRE ET GENERALISATION DE LA FORMULE DE ITO POUR LES SEMIMARTINGALES CONTINUESTROFIMOV EI.1982; IZVESTIJA VYSSIH UCEBNYH ZAVEDENIJ. MATEMATIKA.; ISSN 0021-3446; SUN; DA. 1982; NO 9; PP. 86-88; BIBL. 8 REF.Article

INTEGRALE STOCHASTIQUE RADONIFIANTEGAVEAU B.1973; C.R. ACAD. SCI., A; FR.; DA. 1973; VOL. 276; NO 8; PP. 617-620; BIBL. 6 REF.Serial Issue

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