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FORMULE D'ITO POUR LES MARTINGALES DISCONTINUES DANS LE PLANMISHURA YU S.1981; DOKL.-AKAD. NAUK UKR. SSR, SER. A; ISSN 0201-8446; UKR; DA. 1981; NO 4; PP. 21-23; ABS. ENG; BIBL. 6 REF.Article

HYPERFINITE STOCHASTIC INTEGRATION. II: COMPARISON WITH THE STANDARD THEORYLINDSTROEM TL.1980; MATH. SCAND.; ISSN 0025-5521; DNK; DA. 1980; VOL. 46; NO 2; PP. 293-314; BIBL. 11 REF.Article

HYPERFINITE STOCHASTIC INTEGRATION. III: HYPERFINITE REPRESENTATIONS OF STANDARD MARTINGALESLINDSTROEM TL.1980; MATH. SCAND.; ISSN 0025-5521; DNK; DA. 1980; VOL. 46; NO 2; PP. 315-331; BIBL. 13 REF.Article

ETUDE DES SOLUTIONS EXTREMALES ET REPRESENTATION INTEGRALE DES SOLUTIONS POUR CERTAINS PROBLEMES DE MARTINGALESJACOD J; YOR M.1977; Z. WAHRSCHEIN.-THEOR. VERWANDTE GEB.; DEU; DA. 1977; VOL. 38; NO 2; PP. 83-125; BIBL. 25 REF.Article

NOTES SUR LES INTEGRALES STOCHASTIQUES. I. INTEGRALES HILBERTIENNES.MEYER PA.1977; LECTURE NOTES MATH.; GERM.; DA. 1977; NO 581; PP. 446-481; (SEMIN. PROBAB. XI; STRASBOURG; 1976)Conference Paper

INTEGRALES PROBABILISTIQUESDUMITRESCU C.1976; STUD. CERC. MAT.; ROMAN.; DA. 1976; VOL. 28; NO 5; PP. 533-539; ABS. ANGL.; BIBL. 6 REF.Article

RANDOM MEASURES AND STOCHASTIC INTEGRATIONBICHTELER K; JACOB J.1983; LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES; ISSN 0170-8643; DEU; DA. 1983; NO 49; PP. 1-18; BIBL. 21 REF.Conference Paper

HYPERFINITE STOCHASTIC INTEGRATION. I: THE NONSTANDARD THEORYLINDSTROEM TL.1980; MATH. SCAND.; ISSN 0025-5521; DNK; DA. 1980; VOL. 46; NO 2; PP. 265-292; BIBL. 24 REF.Article

THE RANGE OF STOCHASTIC INTEGRATION.GARLING DJH.1978; ANN. PROBAB.; U.S.A.; DA. 1978; VOL. 6; NO 2; PP. 332-334; BIBL. 4 REF.Article

UNE MISE AU POINT SUR LES MARTINGALES LOCALES CONTINUES DEFINIES SUR UN INTERVALLE STOCHASTIQUE.MAISONNEUVE B.1977; LECTURE NOTES MATH.; GERM.; DA. 1977; NO 581; PP. 435-445; BIBL. 5 REF.; (SEMIN. PROBAB. XI; STRASBOURG; 1976)Conference Paper

SYMMETRIC STOCHASTIC INTEGRALS AND THEIR APPROXIMATIONSMACKEVICIUS V.1982; STOCHASTICS; ISSN 0090-9491; USA; DA. 1982; VOL. 8; NO 2; PP. 121-138; BIBL. 11 REF.Article

ALGEBRES DE LIE NILPOTENTES, FORMULE DE BAKER-CAMPBELL-HAUSDORFF ET INTEGRALES ITEREES DE K.T. CHENFLIESS M; NORMAND CYROT D.1982; LECT. NOTES MATH.; ISSN 0075-8434; DEU; DA. 1982; NO 920; PP. 257-267; BIBL. 19 REF.Article

MONOTONICITY OF AN INTEGRAL OF M. KLASSREEDS J.1980; ANN. PROBAB.; USA; DA. 1980; VOL. 8; NO 2; PP. 368-371; BIBL. 2 REF.Article

LOCAL CHARACTERISTICS AND ABSOLUTE CONTINUITY CONDITIONS FOR D-DIMENSIONAL SEMI-MARTINGALESJACOB J.1979; BANACH CENTER PUBL.; POL; DA. 1979; VOL. 5; PP. 133-140; BIBL. 11 REF.Article

MARTINGALE PROBLEMS.NEVEU J.1977; JBER. DTSCH. MATHEMATIKER VEREINIG.; DTSCH.; DA. 1977; VOL. 79; NO 4; PP. 175-180; BIBL. 9 REF.Article

REMARQUES SUR LA REPRESENTATION DES MARTINGALES COMME INTEGRALES STOCHASTIQUES.YOR M.1977; LECTURE NOTES MATH.; GERM.; DA. 1977; NO 581; PP. 502-517; BIBL. 13 REF.; (SEMIN. PROBAB. XI; STRASBOURG; 1976)Conference Paper

STOCHASTIC INTEGRALS AND PROGRESSIVE MEASURABILITY: AN EXAMPLEPERKINS E.1983; LECTURE NOTES IN MATHEMATICS; ISSN 0075-8434; DEU; DA. 1983; NO 986; PP. 67-71; BIBL. 4 REF.Conference Paper

INTEGRALES STOCHASTIQUES GENERALISEESABOULAICH RAJAE.1982; LECT. NOTES MATH.; ISSN 0075-8434; DEU; DA. 1982; NO 920; PP. 380-383; BIBL. 2 REF.Article

INTEGRALES STOCHASTIQUES NON MONOTONES ET CALCUL DIFFERENTIEL STOCHASTIQUEBISMUT JM.1980; C.R. ACAD. SCI., A; FRA; DA. 1980; VOL. 290; NO 13; PP. 625-628; ABS. ENG; BIBL. 5 REF.Article

THEOREMS OF FUBINI TYPE FOR ITERATED STOCHASTIC INTEGRALSBERGER MA; MIZEL VJ.1979; TRANS. AMER. MATH. SOC.; USA; DA. 1979; VOL. 252; PP. 249-274; BIBL. 17 REF.Article

SUR LE CALCUL INTEGRAL STOCHASTIQUE A DEUX PARAMETRES.MICHEL D.1978; C.R. ACAD. SCI., A; FR.; DA. 1978; VOL. 286; NO 13; PP. 601-604; ABS. ANGL.; BIBL. 11 REF.Article

STOCHASTIC INTEGRAL REPRESENTATION OF SOME MARTINGALES.AL HUSSAINI AN.1977; J. MATH. ANAL. APPL.; U.S.A.; DA. 1977; VOL. 58; NO 3; PP. 637-646; BIBL. 17 REF.Article

A GENERALIZATION OF STOCHASTIC INTEGRATION WITH RESPECT TO SEMIMARTINGALESEMERY M.1982; ANN. PROBAB.; ISSN 0091-1798; USA; DA. 1982; VOL. 10; NO 3; PP. 709-727; BIBL. 13 REF.Article

AN INVARIANCE PRINCIPLE FOR MARKOV PROCESSES WITH TWO-DIMENSIONAL TIME PARAMETERTUDOR C.1979; REV. ROUMAINE MATH. PURES APPL.; ROM; DA. 1979; VOL. 24; NO 10; PP. 1513-1523; BIBL. 3 REF.Article

EXERCISES IN STOCHASTIC ANALYSIS.MANDL; LANSKA V; VRKOC I et al.1978; KYBERNETIKA; CSK; DA. 1978; VOL. 14 SUPPL.; PP. 1-16Serial Issue

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