Pages that link to "Item:Q1038999"
From MaRDI portal
The following pages link to A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals (Q1038999):
Displaying 11 items.
- A stochastic Taylor formula for functionals of two-parameter semimartingales (Q908583) (← links)
- Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral (Q1989153) (← links)
- On the representation of certain classes of stochastic Itô integrals in the form of pathwise Lebesgue integrals (Q2711131) (← links)
- (Q2712721) (← links)
- ASYMPTOTIC COMPACTNESS OF STOCHASTIC COMPLEX GINZBURG–LANDAU EQUATION ON AN UNBOUNDED DOMAIN (Q3069757) (← links)
- Ito’s formula and Levy’s Laplacian II (Q3197092) (← links)
- (Q3676909) (← links)
- The functional Meyer–Tanaka formula (Q4584281) (← links)
- Effective Permeability of a Gap Junction with Age-Structured Switching (Q5213153) (← links)
- A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
- Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths (Q6635708) (← links)