Differential equations of stochastic processes which have derivative in quadratic mean

Karel Koštál

Czechoslovak Mathematical Journal (1967)

  • Volume: 17, Issue: 1, page 53-76
  • ISSN: 0011-4642

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Koštál, Karel. "Differential equations of stochastic processes which have derivative in quadratic mean." Czechoslovak Mathematical Journal 17.1 (1967): 53-76. <http://eudml.org/doc/12346>.

@article{Koštál1967,
author = {Koštál, Karel},
journal = {Czechoslovak Mathematical Journal},
language = {eng},
number = {1},
pages = {53-76},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Differential equations of stochastic processes which have derivative in quadratic mean},
url = {http://eudml.org/doc/12346},
volume = {17},
year = {1967},
}

TY - JOUR
AU - Koštál, Karel
TI - Differential equations of stochastic processes which have derivative in quadratic mean
JO - Czechoslovak Mathematical Journal
PY - 1967
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 17
IS - 1
SP - 53
EP - 76
LA - eng
UR - http://eudml.org/doc/12346
ER -

References

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  1. A. Blanc-Lapierre R. Fortet, Theorie des fonctions aléatoires, Paris 1953. (1953) 
  2. M. Loève, Probability theory, Princeton I960. 
  3. G. Dedebant J. Moyal P. Wehrlé, Sur les équations aux dérivées partielles que vérifient les fonctions de distribution d'un champ aléatoire, Comptes Rendus Ac. Sci. 210 (1940), 243-245. (1940) MR0001484
  4. A. N. Kolmogorov, 10.1007/BF01457949, Math. Annalen 104 (1931), 415-458. (1931) Zbl0001.14902MR1512678DOI10.1007/BF01457949
  5. B. V. Gnedenko, Курс теории вероятностей, (Course in theory of probabilities.) Moscow 1961. (1961) Zbl0131.24411
  6. L. Truksa, Statistická dynamika I, II, (Statistical dynamics I, II.) Prague 1956, 1958. (1956) 
  7. G. Dedebant J. Moyal P. Wehrlé, Sur l'équivalent hydrodynamique d'un corpuscule aléatoire. Application à l'établissement des équations aux valeurs probables d'un fluide turbulent, Comptes Rendus Ac. Sci. 210 (1940), 332-334. (1940) MR0001484
  8. J. E. Moyal, Stochastic processes and statistical physics, Journ. of the Roy. Stat. Soc. XI (1949), 150-210. (1949) Zbl0039.21602MR0034975
  9. K. Košťál, 10.1016/0031-9163(64)90202-1, Phys. Letters 9, 1 (1964), 26-29. (1964) MR0162516DOI10.1016/0031-9163(64)90202-1
  10. G. Dedebant P. Wehrlé, Mécanique aléatoire, Portugaliae Physica 1, 3 (1944), 95-150; 1, 4 (1945), 179-294. (1944) 
  11. S. N. Bernstejn, Современное состояние теории вероятностей, (Contemporary state of theory of probabilities.) Moscow 1933. (1933) 
  12. A. N. Kolmogorov, 10.1007/BF01452829, Math. Annalen 108 (1933), 149-160. (1933) Zbl0007.02201MR1512841DOI10.1007/BF01452829

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