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TOWARD A STOCHASTIC CALCULUS, II

In a preceding note (these Proceedings, 63, 275 (1969)) singly and doubly stochastic integrals were defined. Here correspondingly generalized stochastic differential equations are studied. For constructing stochastic models of physical processes with random noises, by proper selection of the doubly...

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Bibliografski detalji
Glavni autor: McShane, E. J.
Format: Artigo
Jezik:Inglês
Izdano: 1969
Teme:
Online pristup:https://ncbi.nlm.nih.gov/pmc/articles/PMC223431/
https://ncbi.nlm.nih.gov/pubmed/16578704
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