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Processus De Diffusion Et Equations Differentielles Stochastiques · Study

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ChapterProcessus De Diffusion Et Equations Differentielles Stochastiques

Pierre Priouret1974

Chapter1974

Processus De Diffusion Et Equations Differentielles Stochastiques

Pierre Priouret

29 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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1971On the uniqueness of solutions of stochastic differential equations 1969Diffusion processes with continuous coefficients, I 1969Diffusion processes with continuous coefficients, II

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1987Uniqueness of strong solutions to stochastic differential equations in the plane with deterministic boundary process

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Details

Year1974

Typechapter

Published1974-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languagefr

Citations29

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bfb0082434

openalex_workW97874794

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