An operator-valued stochastic integral, II
D. Kannan (1972)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
D. Kannan (1972)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Adrian Constantin (1994)
Publicacions Matemàtiques
Similarity:
In this paper we use the Schauder fixed point theorem and methods of integral inequalities in order to prove a result on the existence, uniqueness and parametric dependence on the coefficients of the solution processes in McShane stochastic integral equations.
Anna Milian (1995)
Colloquium Mathematicae
Similarity:
We give explicit necessary and sufficient conditions for the viability of polyhedrons with respect to Itô equations. Using the viability criterion we obtain a comparison theorem for multi-dimensional Itô processes
G. Da Prato, M. Iannelli, L. Tubaro (1982)
Rendiconti del Seminario Matematico della Università di Padova
Similarity:
David Applebaum (1995)
Annales de l'I.H.P. Physique théorique
Similarity:
K. Urbanik (1958)
Studia Mathematica
Similarity:
Axel Grorud, David Nualart, Marta Sanz-Solé (1994)
Annales de l'I.H.P. Probabilités et statistiques
Similarity: