Stochastic Integrals and Stochastic Functional Equations

DOI10.1137/0117029zbMath0182.51001OpenAlexW2037326685MaRDI QIDQ5572768

E. J. Mc Shane

Publication date: 1969

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0117029

zbMATH Keywords

probability theory

Related Items (max. 100)

Stratonovich-Henstock integral for the operator-valued stochastic process ⋮ A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ Itô-Henstock integral and Itô's formula for the operator-valued stochastic process ⋮ Existence, Uniqueness, and Upper Estimates for Solutions of Mcshane Type Stochastic Differential Systems ⋮ A descriptive definition of the backwards Itô-Henstock integral ⋮ Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral ⋮ A note on Henstock-Itô's non-stochastic integral ⋮ Operator-valued stochastic differential equations in the context of Kurzweil-like equations ⋮ Product Integral Solutions for Hereditary Systems ⋮ A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process ⋮ Stochastic calculus on Fréchet spaces ⋮ First passage time process of a standard brownian motion ⋮ Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral ⋮ On the existence and uniqueness of solutions of McShane type stochastic differential equations ⋮ Stochastic differential equations ⋮ Unnamed Item ⋮ Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity ⋮ Backwards Itô-Henstock's version of Itô's formula ⋮ Unnamed Item ⋮ Unnamed Item

This page was built for publication: Stochastic Integrals and Stochastic Functional Equations