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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

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

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

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

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

FUNCTIONALS OF ITO PROCESSES AS STOCHASTIC INTEGRALS.HAUSSMANN UG.1978; S.I.A.M. J. CONTROL OPTIMIZ.; U.S.A.; DA. 1978; VOL. 16; NO 2; PP. 252-269; BIBL. 5 REF.Article

A unified approach for studying stochastic stability in the quadratic mean and with probability oneBITSORIS, G.Automatique-productique informatique industrielle. 1985, Vol 19, Num 3, pp 261-279, issn 0296-1598Article

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

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