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Stochastic Differential Equations in a Differentiable Manifold
2 references·8 citing·28 second hop
Stochastic Differential Equations in a Differentiable Manifold (1950)Stochastic Differential Equations in a Di…On stochastic differential equations (1951)On stochastic differential eq…Stochastic integral (1944)Stochastic integralOn the background and biresonant components of the random response of single degree-of-freedom systems under non-Gaussian random loading (2011)On the background and bireson…Itô’s stochastic calculus: Its surprising power for applications (2010)Itô’s stochastic calculus: It…STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONS (2000)STOCHASTIC DIFFERENTIAL EQUAT…INTRODUCTION TO ITÔ CALCULUS (2000)INTRODUCTION TO ITÔ CALCULUSItô’s Stochastic Calculus and Probability Theory (1996)Itô’s Stochastic Calculus and…Stochastic differential geometry (1983)Stochastic differential geome…Stochastic Differential Equations in a Differentiable Manifold (2) (1953)Stochastic Differential Equat…Brownian motions in a Lie group (1950)Brownian motions in a Lie gro…Multiple Wiener Integral (1951)On a Formula Concerning Stochastic Differentials (1951)DIFFUSION PROCESSES AND THEIR SAMPLE PATHS (1967)On a stochastic integral equation (1946)Stochastic calculus of variations and hypoelliptic operators (1978)Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions (1981)Stochastic Differential Equations and Diffusion Processes (1983)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)Continuous Martingales and Brownian Motion (1999)A Class of $\mathbb{F}$-Doubly Stochastic Markov Chains (2010)Numerical simulations and modeling for stochastic biological systems with jumps (2013)Properties of Spectral Moments with Applications to Random Vibration (1972)Computational Stochastic Mechanics (1991)Stochastic Calculus: Applications in Science and Engineering (2002)Stochastic Differential Equations and Applications (1976)Controlled Diffusion Processes (1980)Point Processes and Queues (1981)Invariant Sets for Controlled Degenerate Diffusions: A Viscosity Solutions Approach (1999)New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients (2014)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)On a Generalization of a Stochastic Integral (1976)Change of variable formulas for non-anticipative functionals on path space (2010)Functional Itô calculus and stochastic integral representation of martingales (2013)Diffusion processes with continuous coefficients, I (1969)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)Entropy search for information-efficient global optimization (2012)Representation Theory for Risk on Markowitz-Tversky-Kahneman Topology (2012)
this work references cited by second hop

References

  • 1951On stochastic differential equations832 cited
  • 1944Stochastic integral547 cited

Cited by

  • 2010Itô’s stochastic calculus: Its surprising power for applications141 cited
  • 2000STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONS57 cited
  • 1950Brownian motions in a Lie group53 cited
  • 1953Stochastic Differential Equations in a Differentiable Manifold (2)35 cited
  • 1983Stochastic differential geometry29 cited
  • 1996Itô’s Stochastic Calculus and Probability Theory28 cited
  • 2000INTRODUCTION TO ITÔ CALCULUS27 cited
  • 2011On the background and biresonant components of the random response of single degree-of-freedom systems under non-Gaussian random loading23 cited

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