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Probability theory III. Stochastic calculus. Transl. from the Russian by P. B. Slater

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Publication:1376248
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zbMath0879.00017MaRDI QIDQ1376248

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Publication date: 16 December 1997

Published in: Encyclopaedia of Mathematical Sciences (Search for Journal in Brave)


zbMATH Keywords

Probability theoryEncyclopaediaStochastic calculus


Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Collections of articles of miscellaneous specific interest (00B15)


Related Items (9)

An occupation time related potential measure for diffusion processes ⋮ Euler walk on a Cayley tree ⋮ Nonlinear hyperbolic wave propagation in a one-dimensional random medium ⋮ Unit-linked life insurance policies: optimal hedging in partially observable market models ⋮ Invariant measures for stochastic reaction–diffusion equations with weakly dissipative nonlinearities ⋮ On resolving singularities of piecewise-smooth discontinuous vector fields via small perturbations ⋮ The Joint Laplace Transforms for Diffusion Occupation Times ⋮ Diffusion occupation time before exiting ⋮ A joint Laplace transform for pre-exit diffusion of occupation times




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