Pages that link to "Item:Q1275936"

The following pages link to An extension of Itô's formula for elliptic diffusion processes (Q1275936):

Displaying 15 items.

• Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise (Q738908) (← links)
• Integration with respect to local time and Itô's formula for smooth nondegenerate martingales (Q845062) (← links)
• On an estimate of Cranston and McConnell for elliptic diffusions in uniform domains (Q1087242) (← links)
• Generalization of Itô's formula for smooth nondegenerate martingales. (Q1879509) (← links)
• Itô's formula for finite variation Lévy processes: the case of non-smooth functions (Q2352884) (← links)
• Stochastic integration with respect to additive functionals of zero quadratic variation (Q2435248) (← links)
• On Itô's formula for elliptic diffusion processes (Q2469653) (← links)
• On Itô's formulae for additive functionals of symmetric diffusion processes (Q2702441) (← links)
• Criteria for regularity of elliptic diffusion processes and it's application (Q3023191) (← links)
• An Extension of Ito’s Differentiation Formula (Q3729766) (← links)
• Extension and Application of Itô's Formula Under<i>G</i>-Framework (Q5305283) (← links)
• Quadratic covariation and Itô's formula for smooth nondegenerate martingales (Q5919593) (← links)
• Estimation of the density of hypoelliptic diffusion processes with application to an extended Itô's formula (Q5960461) (← links)
• A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
• Validation of RANS Turbulence Models for the Conjugate Heat Exchange Problem (Q6078861) (← links)