A generalization of the Itô formula.
Ngobi, Said (2002)
International Journal of Mathematics and Mathematical Sciences
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Displaying similar documents to “Prevalence of backward stochastic differential equations with unique solution.”
A generalization of the Itô formula.
An optimal Itô formula for Lévy processes.
Eisenbaum, Nathalie, Walsh, Alexander (2009)
Electronic Communications in Probability [electronic only]
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On Kurzweil-Henstock equiintegrable sequences
Štefan Schwabik, Ivo Vrkoč (1996)
Mathematica Bohemica
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For the Kurzweil-Henstock integral the equiintegrability of a pointwise convergent sequence of integrable functions implies the integrability of the limit function and the relation m abfm(s)s = abm fm(s)s. Conditions for the equiintegrability of a sequence of functions pointwise convergent to an integrable function are presented. These conditions are given in terms of convergence of some sequences of integrals.
Diophantine quadruples for squares of Fibonacci and Lucas numbers.
Dujella, Andrej (1995)
Portugaliae Mathematica
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On local smooth solutions for the Vlasov equation with the potential of interactions .
Zhidkov, Peter (2004)
International Journal of Mathematics and Mathematical Sciences
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A maximal inequality of non-negative submartingale.
Kim, Young-Ho (1999)
Journal of Inequalities and Applications [electronic only]
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A problem on the zeros of the Mittag-Leffler function and the spectrum of a fractional-order differential operator.
Aleroev, T.S., Aleroeva, H.T. (2009)
Electronic Journal of Qualitative Theory of Differential Equations [electronic only]
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Notes on integration
Vladimír Lovicar (1970)
Časopis pro pěstování matematiky
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