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Equations differentielles stochastiques
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Equations differentielles stochastiques (1977)Equations differentielles stochastiquesComputation of the solutions of the Fokker–Planck equation for one and two DOF systems (2007)Computation of the solutions …Existence and uniqueness of the solutions of delay stochastic integral equations (1989)Existence and uniqueness of t…A viability approach to the skorohod problem (1985)A viability approach to the s…Existence and uniqueness of the solutions of stochastic differential equations (1983)Existence and uniqueness of t…Sur une equation differentielle stochastique generale (1980)Sur une equation differentiel…Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales (1979)Existence and Uniqueness of a…? p stability of solutions of stochastic differential equations (1978)? p stability of solutions of…Stochastic Finite Elements: A Spectral Approach (1991)A state-of-the-art report on computational stochastic mechanics (1997)Numerical solution of stochastic differential equations (2016)Joint stationary response prediction of high-dimension strongly nonlinear systems with both uncertain parameters and stochastic excitation by solving FPK equation (2025)Stochastic differential equations with reflecting boundary condition in convex regions (1979)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Stochastic differential equations with reflecting boundary conditions (1984)Stochastic Differential Equations and Applications (1976)Calcul Stochastique et Problèmes de Martingales (1979)Stochastic Differential Equations and Applications (2010)On the Convergence of Ordinary Integrals to Stochastic Integrals (1965)Stochastic differential equations (1975)Un survol de la Theorie de l'Integrale Stochastique (1980)Un Cours sur les Intégrales Stochastiques (2002)Stochastic Differential Equations (1972)Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales (1976)On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations (1977)New Developments in Backward Stochastic Riccati Equations and Their Applications (2001)Continuous-Time Mean-Variance Portfolio Selection with Random Horizon (2013)Optimal regulators for a class of nonlinear stochastic systems (2021)On the existence and unicity of solutions of stochastic integral equations (1976)Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques (1978)The support of the solution to a hyperbolic SPDE (1994)The law of the solution to a nonlinear hyperbolicSPDE (1996)
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  • 1979Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales44 cited
  • 1978? p stability of solutions of stochastic differential equations41 cited
  • 1980Sur une equation differentielle stochastique generale31 cited
  • 1983Existence and uniqueness of the solutions of stochastic differential equations29 cited
  • 1985A viability approach to the skorohod problem21 cited
  • 1989Existence and uniqueness of the solutions of delay stochastic integral equations20 cited
  • 2007Computation of the solutions of the Fokker–Planck equation for one and two DOF systems11 cited

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