Stochastic differential equations—some new ideas

DOI10.1080/17442500701495417zbMath1129.60053OpenAlexW2071552679MaRDI QIDQ5433512

Frank Norbert Proske

Publication date: 9 January 2008

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500701495417

zbMATH Keywords

Malliavin calculuswhite noise analysisstrong solutions of stochastic equationsYamada-Watanabe

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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