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Mathematical problems of modeling stochastic nonlinear dynamic systems · Study

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ArticleMathematical problems of modeling stochastic nonlinear dynamic systems

Richard E. Mortensen1969

Article1969

Mathematical problems of modeling stochastic nonlinear dynamic systems

Richard E. Mortensen

153 citations·0/0 files stored·Journal of Statistical Physics

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Stochastic processes and financial applications Probability and Statistical Research Mathematical Dynamics and Fractals

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1965On the relation between ordinary and stochastic differential equations 1966A New Representation for Stochastic Integrals and Equations

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1987A review on stochastic differential equations for applications in hydrology 1996Non-Gaussian distribution for stock returns and related stochastic differential equation 1981A comparison of the Ito and Stratonovich formulations of problems in finance 1995Parametric Random Vibrations under Non-Gaussian Delta-Correlated Processes

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1981Modeling and approximation of stochastic differential equations driven by semimartingales†article · 2 shared references 1969Optimal Continuous-Parameter Stochastic Controlarticle · 2 shared references 1978Modeling and analysis of stochastic differential equations driven by point processesarticle · 2 shared references 1993Ito and Stratonovich integrals for delta-correlated processesarticle · 2 shared references 19704 Stochastic Differential Equationschapter · 2 shared references 1987A review on stochastic differential equations for applications in hydrologyarticle · 2 shared references

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Year1969

Typearticle

Published1969-01-01

VenueJournal of Statistical Physics

ISSN-L0022-4715

Languageen

Citations153

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf01007481

openalex_workW2017722802

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