Some results on a stochastic differential equation

Giuseppe Da Prato; Mimmo Iannelli; Luciano Tubaro

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti (1976)

  • Volume: 60, Issue: 3, page 202-204
  • ISSN: 0392-7881

How to cite

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Da Prato, Giuseppe, Iannelli, Mimmo, and Tubaro, Luciano. "Some results on a stochastic differential equation." Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti 60.3 (1976): 202-204. <http://eudml.org/doc/291172>.

@article{DaPrato1976,
author = {Da Prato, Giuseppe, Iannelli, Mimmo, Tubaro, Luciano},
journal = {Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti},
language = {eng},
month = {3},
number = {3},
pages = {202-204},
publisher = {Accademia Nazionale dei Lincei},
title = {Some results on a stochastic differential equation},
url = {http://eudml.org/doc/291172},
volume = {60},
year = {1976},
}

TY - JOUR
AU - Da Prato, Giuseppe
AU - Iannelli, Mimmo
AU - Tubaro, Luciano
TI - Some results on a stochastic differential equation
JO - Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti
DA - 1976/3//
PB - Accademia Nazionale dei Lincei
VL - 60
IS - 3
SP - 202
EP - 204
LA - eng
UR - http://eudml.org/doc/291172
ER -

References

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  1. ITO, K. (1951) - On stochastic differential equations, «Mem. Amer. Math. Soc.», 4, MR40618
  2. GIKHMAN, I. I. and SKOROKHOD, A. V. (1972) - Stochastic Differential Equations. Springer Verlag. MR346904
  3. GIRSANOV, I. V. (1961) - On Ito's stochastic integral equation, «Doklady Akad. Nauk USSR», 153, 18-21 (Russian). MR119244
  4. SKOROKHOD, A. V. (1961) - «Sibirsk. Mat. Z.», 2, 129. MR132595
  5. STROOCK, D. V. and VARADHAN, R. S. R. (1969) - Diffusion processes with continuous coefficients I and II, «Comm. Pure Appl. Math.», 22, 345-400 and 479-530. Zbl0167.43903MR253426DOI10.1002/cpa.3160220304
  6. STROOCK, D. V. and VARADHAN, R. S. R. (1972) - On degenerate Elliptic-Parabolic Operators of second order and their associated diffusions, «Comm. Pure Appl. Math.», 25, 651-713. Zbl0344.35041MR387812DOI10.1002/cpa.3160250603
  7. CRANDALL, M. and PAZY, A. (1969) - Semi-groups of non-linear contractions and dissipative sets, «J. Funct. Anal.», 3, 376-418. Zbl0182.18903MR243383

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