On the relation between ordinary and stochastic differential equations
- 1 July 1965
- journal article
- Published by Elsevier BV in International Journal of Engineering Science
- Vol. 3 (2), 213-229
- https://doi.org/10.1016/0020-7225(65)90045-5
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Oscillation of sample functions in diffusion processesProbability Theory and Related Fields, 1963
- Continuous Markov processes and stochastic equationsRendiconti del Circolo Matematico di Palermo Series 2, 1955
- On a Formula Concerning Stochastic DifferentialsNagoya Mathematical Journal, 1951