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Structural, optical and electrical characterization of ITO, ITO/Ag and ITO/Ni transparent conductive electrodesAHMAD HADI ALI; SHUHAIMI, Ahmad; HASSAN, Zainuriah et al.Applied surface science. 2014, Vol 288, pp 599-603, issn 0169-4332, 5 p.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

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

Wick-Itô formula for Gaussian processesNUALART, David; TAQQU, Murad S.Stochastic analysis and applications. 2006, Vol 24, Num 3, pp 599-614, issn 0736-2994, 16 p.Article

Stochastic integration with respect to the fractional Brownian motionALOS, Elisa; NUALART, David.Stochastics and stochastics reports (Print). 2003, Vol 75, Num 3, pp 129-152, issn 1045-1129, 24 p.Article

An Itô formula for a fractional brownian sheet with arbitrary hurst parametersYOON TAE KIM; JONG WOO JEON.Proceedings of the American Mathematical Society. 2006, Vol 134, Num 12, pp 3677-3683, issn 0002-9939, 7 p.Article

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

On the convergence to the multiple Wiener-Itô integralBARDINA, Xavier; JOLIS, Maria; TUDOR, Ciprian A et al.Bulletin des sciences mathématiques (Paris. 1885). 2009, Vol 133, Num 3, pp 257-271, issn 0007-4497, 15 p.Article

pth moment exponential stability of neutral stochastic differential equations driven by Lévy noiseCHONGYANG NING; YONG HE; MIN WU et al.Journal of the Franklin Institute. 2012, Vol 349, Num 9, pp 2925-2933, issn 0016-0032, 9 p.Article

On the Itô- Wentzell formula for distribution-valued processes and related topicsKRYLOV, N. V.Probability theory and related fields. 2011, Vol 150, Num 1-2, pp 295-319, issn 0178-8051, 25 p.Article

Spectral analysis of photoeffect induced by electric field in ITO layers on glass substrateOLESIK, J; OLESIK, Z; MALACHOWSKI, M et al.SPIE proceedings series. 2001, pp 313-319, isbn 0-8194-4341-7Conference Paper

On the exponential stability of switching diffusion processesCHENGGUI YUAN; LYGEROS, John.IEEE transactions on automatic control. 2005, Vol 50, Num 9, pp 1422-1426, issn 0018-9286, 5 p.Article

Stationary distribution of stochastic population systemsXUERONG MAO.Systems & control letters. 2011, Vol 60, Num 6, pp 398-405, issn 0167-6911, 8 p.Article

Ito's formula for the Lp-norm of stochastic W1p-valued processesKRYLOV, N. V.Probability theory and related fields. 2010, Vol 147, Num 3-4, pp 583-605, issn 0178-8051, 23 p.Article

Sur le passage à la limite dans les équations stochastiques de ItoALYUSHINA, L. A; KRYLOV, N. V.Teoriâ verojatnostej i eë primeneniâ. 1988, Vol 33, Num 1, pp 3-13, issn 0040-361XArticle

Courbes d'Euler pour les équations d'Itô à coefficients monotonesALYUSHINA, L. A.Teoriâ verojatnostej i eë primeneniâ. 1987, Vol 32, Num 2, pp 367-373, issn 0040-361XArticle

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

Hypomelanosis of ito-whorled hyperpigmentation combination : A mirror image presentationTHAPA, Rajoo; DHAR, Sandipan; MALAKAR, Rajib et al.Pediatric dermatology. 2007, Vol 24, Num 5, pp 572-573, issn 0736-8046, 2 p.Article

On the solution of stochastic ordinary differential equations via small delaysBELL, D. R; MOHAMMED, S. E. A.Stochastics and stochastics reports (Print). 1989, Vol 28, Num 4, pp 293-299, issn 1045-1129, 7 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

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

The First Attempt on the Stochastic Calculus on Time ScaleHUU DU, Nguyen; THANH DIEU, Nguyen.Stochastic analysis and applications. 2011, Vol 29, Num 6, pp 1057-1080, issn 0736-2994, 24 p.Article

An Ito formula for domain-valued processes driven by stochastic flowsKINATEDER, Kimberly; MCDONALD, Patrick.Probability theory and related fields. 2002, Vol 124, Num 1, pp 73-99, issn 0178-8051Article

Truncated Itô-Taylor expansionsTOCINO, A; ARDANUY, R.Stochastic analysis and applications. 2002, Vol 20, Num 2, pp 427-443, issn 0736-2994Article

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