kw.\*:("Itô equation")
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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
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
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
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
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
Convergence of the stochastic quantization method. IIGNATYUK, I. A; MALYSHEV, V. A; SIDORAVICHIUS, V et al.Theory of probability and its applications. 1992, Vol 37, Num 2, pp 209-221, issn 0040-585XConference Paper
Relations between the sample and moment Lyapunov exponentsNGUYEN HUU DU; TRAN VAN NHUNG.Stochastics and stochastics reports (Print). 1991, Vol 37, Num 4, pp 201-211, issn 1045-1129Article
Skorohod and Stratonovich line integrals in the planeSOLE, J. L; UTZET, F.Stochastic processes and their applications. 1991, Vol 39, Num 2, pp 239-262, issn 0304-4149Article
A simple proof of the existence of a solution of Itô's equation with monotone coefficientsKRYLOV, N. V; SURGAILIS, D.Theory of probability and its applications. 1990, Vol 35, Num 3, pp 583-587, issn 0040-585XArticle
On perturbed nonlinear Itô type stochastic integrodifferential equationsJOVANOVIC, Miljana; JANKOVIC, Svetlana.Journal of mathematical analysis and applications. 2002, Vol 269, Num 1, pp 301-316, issn 0022-247XArticle
REARRANGEMENTS CONVEXES DES TRAJECTOIRES DE PROCESSU STOCHASTIQUES = CONVEX REARRAGEMENTS OF STOCHASTIC PROCESSESThilly, Emmanuel; Davydov, Youri.1999, 108 p.Thesis