Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus

DOI10.1214/aop/1176993869zbMath0478.60069OpenAlexW2059717671MaRDI QIDQ1161205

Bruce Hajek

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993869

zbMATH Keywords

Stratonovich integralhyperbolic differential equationmultiple parameter random processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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