scientific article

zbMath0621.60065MaRDI QIDQ3757085

Etienne Pardoux

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

generalized Itô formulaanticipating integrandstwo sided stochastic integral

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

Generalized multiple stochastic integrals and the representation of wiener functionals ⋮ MLE for partially observed diffusions: Direct maximization vs. the EM algorithm ⋮ Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient ⋮ A mild Itô formula for SPDEs ⋮ Quadratic covariations for the solution to a stochastic heat equation with space-time white noise

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