ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION
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Publication:4822547
DOI10.1142/S0219025704001670zbMath1050.60065MaRDI QIDQ4822547
Alberto Lanconelli, Frank Norbert Proske
Publication date: 25 October 2004
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Cites Work
- White noise calculus and Fock space
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- Stochastic differential equations and stochastic flows of diffeomorphisms
- Wiener–Hermite expansion of a process generated by an Itô stochastic differential equation
- Linear Parabolic Stochastic PDE and Wiener Chaos
- Laser cooling and stochastics
- Using the Donsker delta function to compute hedging strategies
