SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Stochastic Differential Equations and Models of Random Processes · Study

ChapterShelves

ChapterStochastic Differential Equations and Models of Random Processes

E. J. McShane1972

Chapter1972

Stochastic Differential Equations and Models of Random Processes

77 citations·0/0 files stored·University of California Press eBooks

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 77 citations exist upstream.

References

1965On the relation between ordinary and stochastic differential equations 1965On the Convergence of Ordinary Integrals to Stochastic Integrals

Cited by

1977A Class of Approximations of Brownian Motion 2009Rough path limits of the Wong–Zakai type with a modified drift term 2018Canonical RDEs and general semimartingales as rough paths 1991Limits of the Wong-Zakai Type with a Modified Drift Term 2019Wong–Zakai approximation for the stochastic Landau–Lifshitz–Gilbert equations

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2011Approaching complexity by stochastic methods: From biological systems to turbulencearticle · 2 shared references 2015A Wong-Zakai theorem for stochastic PDEsarticle · 2 shared references 1981Modeling and approximation of stochastic differential equations driven by semimartingales†article · 2 shared references 1969Optimal Continuous-Parameter Stochastic Controlarticle · 2 shared references 1969Riemann-Stieltjes approximations of stochastic integralsarticle · 2 shared references 19704 Stochastic Differential Equationschapter · 2 shared references

Details

Year1972

Typechapter

Published1972-12-31

VenueUniversity of California Press eBooks

Languageen

Citations77

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1525/9780520375918-017

openalex_workW1514122540

Links

Imported from OpenAlex (CC0) — nothing here is generated.