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Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces · Study

BookFoundations of Stochastic Differential Equations in Infinite Dimensional Spaces

Kiyosi Itô1984

Book1984

Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces

251 citations·0/0 files stored·Society for Industrial and Applied Mathematics eBooks

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Stochastic processes and statistical mechanics

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1998Parabolic SPDEs driven by Poisson white noise 2008Stochastic finite elements: Computational approaches to stochastic partial differential equations 1999Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process 2005MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH 2004Uncertainty Quantification with Stochastic Finite Elements 2006STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE 1986Some interesting processes arising as heavy traffic limits in an M/M/∞ storage process 1996Itô’s Stochastic Calculus and Probability Theory

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Year1984

Typebook

Published1984-01-01

VenueSociety for Industrial and Applied Mathematics eBooks

Languageen

Citations251

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1137/1.9781611970234

openalex_workW2494267697

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