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Stochastic Differential Equations and Models of Random Processes
2 references·5 citing·16 second hop
Stochastic Differential Equations and Models of Random Processes (1972)Stochastic Differential Equations and Mod…On the relation between ordinary and stochastic differential equations (1965)On the relation between ordin…On the Convergence of Ordinary Integrals to Stochastic Integrals (1965)On the Convergence of Ordinar…Wong–Zakai approximation for the stochastic Landau–Lifshitz–Gilbert equations (2019)Wong–Zakai approximation for …Canonical RDEs and general semimartingales as rough paths (2018)Canonical RDEs and general se…Rough path limits of the Wong–Zakai type with a modified drift term (2009)Rough path limits of the Wong…Limits of the Wong-Zakai Type with a Modified Drift Term (1991)Limits of the Wong-Zakai Type…A Class of Approximations of Brownian Motion (1977)A Class of Approximations of …Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Analysis (1997)Differential equations driven by rough signals (1998)Integrability of (Non-)Linear Rough Differential Equations and Integrals (2013)Discretely sampled signals and the rough Hoff process (2016)Riemann-Stieltjes approximations of stochastic integrals (1969)Stochastic differentials (1975)Brownian motion and stochastic calculus (2017)A New Representation for Stochastic Integrals and Equations (1966)Limit Theorems for Stochastic Processes (2003)Lévy Processes and Stochastic Calculus (2009)Signature-Based Models: Theory and Calibration (2023)Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations (1991)Approaching complexity by stochastic methods: From biological systems to turbulence (2011)A Wong-Zakai theorem for stochastic PDEs (2015)Stochastic analysis, rough path analysis and fractional Brownian motions (2002)
this work references cited by second hop

References

  • 1965On the relation between ordinary and stochastic differential equations697 cited
  • 1965On the Convergence of Ordinary Integrals to Stochastic Integrals684 cited

Cited by

  • 1977A Class of Approximations of Brownian Motion60 cited
  • 2009Rough path limits of the Wong–Zakai type with a modified drift term44 cited
  • 2018Canonical RDEs and general semimartingales as rough paths35 cited
  • 1991Limits of the Wong-Zakai Type with a Modified Drift Term32 cited
  • 2019Wong–Zakai approximation for the stochastic Landau–Lifshitz–Gilbert equations29 cited

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