On the integrability of a stochastic differential equation

František Zítek

Czechoslovak Mathematical Journal (1958)

  • Volume: 08, Issue: 3, page 473-482
  • ISSN: 0011-4642

How to cite

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Zítek, František. "Sur l'intégrabilité d'une équation différentielle stochastique." Czechoslovak Mathematical Journal 08.3 (1958): 473-482. <http://eudml.org/doc/11948>.

@article{Zítek1958,
author = {Zítek, František},
journal = {Czechoslovak Mathematical Journal},
keywords = {probability theory},
language = {fre},
number = {3},
pages = {473-482},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Sur l'intégrabilité d'une équation différentielle stochastique},
url = {http://eudml.org/doc/11948},
volume = {08},
year = {1958},
}

TY - JOUR
AU - Zítek, František
TI - Sur l'intégrabilité d'une équation différentielle stochastique
JO - Czechoslovak Mathematical Journal
PY - 1958
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 08
IS - 3
SP - 473
EP - 482
LA - fre
KW - probability theory
UR - http://eudml.org/doc/11948
ER -

References

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  1. B. W. Gniedenko A. N. Kolmogorow, Rozklady graniczne sum zmiennych losowyoh niezależnych, Warszawa 1957. (1957) 
  2. P. Lévy, Processus stochastiques et mouvement brownien;, Paris 1948. (1948) 
  3. O. Onicescu G. Mihoc G. T. Ionescu-Tulcea, Calculul probabilitătilor şi aplicaţii;, Bucureşti 1956. (1956) 
  4. F. Zítek, Nâhodné funkce s nezávislými přírůstky a stochastické diferenciální rovnice;, (Thèse non-publiée), Praha 1957. (1957) 
  5. F. Zítek, Fonctions aléatoires d'intervalle;, Czechoslovak Math. Journal, 8 (83) 1958, No 4. (1958) Zbl0198.22202MR0125615
  6. F. Zítek, Equations différentielles stochastiques;, Czechoslovak Math. Journal, 8 (83) 1958, 465-472. (1958) MR0103535

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