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An Introduction to Stochastic Differential Equations on Manifolds
6 references·2 citing·22 second hop
An Introduction to Stochastic Differential Equations on Manifolds (1973)An Introduction to Stochastic Differentia…Stochastic Differential Equations and Models of Random Processes (1972)Stochastic Differential Equat…A New Representation for Stochastic Integrals and Equations (1966)A New Representation for Stoc…On the relation between ordinary and stochastic differential equations (1965)On the relation between ordin…Quasi-martingales and stochastic integrals (1963)Quasi-martingales and stochas…Stochastic Differential Equations in a Differentiable Manifold (2) (1953)Stochastic Differential Equat…Stochastic Differential Equations in a Differentiable Manifold (1950)Stochastic Differential Equat…A Primer on Stochastic Differential Geometry for Signal Processing (2013)A Primer on Stochastic Differ…Lack of strong completeness for stochastic flows (2011)Lack of strong completeness f…On the Convergence of Ordinary Integrals to Stochastic Integrals (1965)A Class of Approximations of Brownian Motion (1977)Rough path limits of the Wong–Zakai type with a modified drift term (2009)Canonical RDEs and general semimartingales as rough paths (2018)On a stochastic integral equation (1946)Brownian motions in a Lie group (1950)Itô’s Stochastic Calculus and Probability Theory (1996)Stochastic integral (1944)On stochastic differential equations (1951)STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONS (2000)Itô’s stochastic calculus: Its surprising power for applications (2010)Continuous Martingales and Brownian Motion (1999)Stochastic Integration and Differential Equations (2005)Numerical solution of stochastic differential equations (2016)Stochastic Flows and Stochastic Differential Equations (1998)Limit Theorems for Stochastic Processes (2003)On the Gap Between Deterministic and Stochastic Ordinary Differential Equations (1978)The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (1990)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Stochastic analysis, rough path analysis and fractional Brownian motions (2002)Approaching complexity by stochastic methods: From biological systems to turbulence (2011)A Wong-Zakai theorem for stochastic PDEs (2015)
this work references cited by second hop

References

  • 1965On the relation between ordinary and stochastic differential equations697 cited
  • 1966A New Representation for Stochastic Integrals and Equations590 cited
  • 1950Stochastic Differential Equations in a Differentiable Manifold210 cited
  • 1972Stochastic Differential Equations and Models of Random Processes77 cited
  • 1963Quasi-martingales and stochastic integrals44 cited
  • 1953Stochastic Differential Equations in a Differentiable Manifold (2)35 cited

Cited by

  • 2011Lack of strong completeness for stochastic flows24 cited
  • 2013A Primer on Stochastic Differential Geometry for Signal Processing22 cited

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