Measurements of ordinary and stochastic differential equations.

DOI10.1016/S0304-4149(00)00026-0zbMath1045.60064WikidataQ127517352 ScholiaQ127517352MaRDI QIDQ1877539

Jan Ubøe

Publication date: 7 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

multiplication of generalized functionsordinary and stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Operations with distributions and generalized functions (46F10)

Cites Work

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• Wong-Zakai approximations for stochastic differential equations
• The burgers equation with a noisy force and the stochastic heat equation
• Stability properties of stochastic partial differential equations
• Riemann-Stieltjes approximations of stochastic integrals
• Multiplication of distributions
• Stochastic differential equations. An introduction with applications.

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