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An Inequality in the Theory of Stochastic Integrals
2 references·1 citing·13 second hop
An Inequality in the Theory of Stochastic Integrals (1971)An Inequality in the Theory of Stochastic…On Itô’s Stochastic Integral Equations (1969)On Itô’s Stochastic Integral …Diffusion processes with continuous coefficients, I (1969)Diffusion processes with cont…Stochastic equations and krylov's estimates for semimartingales (1983)Stochastic equations and kryl…On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations (1972)Controlled Diffusion Processes (1980)On stochastic equations with respect to semimartingales I.† (1980)Flows of homeomorphisms of stochastic differential equations with measurable drift (1999)On a Formula Concerning Stochastic Differentials (1951)On stochastic differential equations (1951)On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)Stochastic differential games (1972)Sur l'int�grabilit� uniforme des martingales exponentielles (1978)Central limit theorems for local martingales (1980)Control of a Solution of a Stochastic Integral Equation (1972)Implicit Scheme for Stochastic Parabolic Partial Diferential Equations Driven by Space-Time White Noise (1997)On Weak Solutions of Backward Stochastic Differential Equations (2005)
this work references cited by second hop

References

  • 1969Diffusion processes with continuous coefficients, I364 cited
  • 1969On Itô’s Stochastic Integral Equations98 cited

Cited by

  • 1983Stochastic equations and krylov's estimates for semimartingales35 cited

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