Le bruit blanc et calcul stochastique

DOI10.3792/PJA/1195518559zbMath0334.60037OpenAlexW2002280258MaRDI QIDQ4101245

Shigeyoshi Ogawa

Publication date: 1975

Published in: Proceedings of the Japan Academy, Series A, Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pja/1195518559

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites Work

• Equation de Schrödinger et équation de particule brownienne
• On a Riemann definition of the stochastic integral, II
• A partial differential equation with the white noise as a coefficient
• Unnamed Item

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