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Itô geometry

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Publication:1000333
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DOI10.1007/s11537-007-0660-0zbMath1156.60061OpenAlexW4243767559MaRDI QIDQ1000333

Daniel W. Stroock

Publication date: 6 February 2009

Published in: Japanese Journal of Mathematics. 3rd Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11537-007-0660-0


zbMATH Keywords

Markov processesstochastic integral equations


Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic integrals (60H05) Stochastic integral equations (60H20)





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