TOWARD A STOCHASTIC CALCULUS, I
Differential equations, deduced by physical theory for systems subjected to practically possible (Lipschitzian) random disturbances, can also be solved for martingale (e.g., Brownian-motion) disturbances by interpreting integrals as Itô integrals. But the two theories are not unified, and disconcert...
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| Vydáno v: | Proc Natl Acad Sci U S A |
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| Hlavní autor: | |
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
National Academy of Sciences
1969
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| Témata: | |
| On-line přístup: | https://ncbi.nlm.nih.govhttps://pmc.ncbi.nlm.nih.gov/articles/PMC223559/ https://ncbi.nlm.nih.govhttps://pubmed.ncbi.nlm.nih.gov/16591757/ https://ncbi.nlm.nih.govhttps://doi.org/10.1073/pnas.63.2.275 |
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