A formal approach to stochastic integration and differential equations

DOI10.1080/17442507908833141zbMath0435.60051OpenAlexW2002136412MaRDI QIDQ3875034

Arthur J. Krener

Publication date: 1979

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442507908833141

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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Cites Work

• Random environments and stochastic calculus
• Notes on random functions
• A simple construction of certain diffusion processes
• An interpretation of stochastic differential equations as ordinary differential equations which depend on the sample point
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• On Square Integrable Martingales
• Stochastic integral

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