Stochastic differential equations

DOI10.1016/0047-259X(75)90036-6zbMath0323.60059MaRDI QIDQ1224376

E. J. Mc Shane

Publication date: 1975

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites Work

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• On the relation between ordinary and stochastic differential equations
• Stochastic Integrals and Stochastic Functional Equations
• On McShane’s Belated Stochastic Integral
• On a Formula Concerning Stochastic Differentials