On Itô’s Stochastic Integral Equations
Author:
- N. V. KrylovNKN. V. Krylov
- 1 January 1969
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability & Its Applications
- Vol. 14 (2) , 330-336
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- On Quasi Diffusion ProcessesTheory of Probability & Its Applications, 1966
- Markov Processes1965
- An Example of Non-Uniqueness of the Solution of the Stochastic Equation of K. ItoTheory of Probability & Its Applications, 1962