An interpretation of stochastic differential equations as ordinary differential equations which depend on the sample point
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- by Héctor J. Sussmann PDF
- Bull. Amer. Math. Soc. 83 (1977), 296-298
References
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1. D. Elliott, Controllable nonlinear systems driven by white noise, Unpublished doctoral dissertation, U.C.L.A., 1969.
- John Lamperti, A simple construction of certain diffusion porcesses, J. Math. Kyoto Univ. 4 (1964), 161–170. MR 176536, DOI 10.1215/kjm/1250524711
Additional Information
- Journal: Bull. Amer. Math. Soc. 83 (1977), 296-298
- MSC (1970): Primary 60H10; Secondary 34F05
- DOI: https://doi.org/10.1090/S0002-9904-1977-14312-7
- MathSciNet review: 0419964