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Solution of stochastic differential equations by random time change

Authors :
Shinzo Watanabe
Source :
Applied Mathematics & Optimization. 2:90-96
Publication Year :
1975
Publisher :
Springer Science and Business Media LLC, 1975.

Subjects

Subjects :
Control and Optimization
Random field
Applied Mathematics
Mathematical analysis
Malliavin calculus
Stochastic partial differential equation
Examples of differential equations
symbols.namesake
Stochastic differential equation
Stochastic simulation
Runge–Kutta method
symbols
Stochastic optimization
Mathematics

Details

ISSN :
14320606 and 00954616
Volume :
2
Database :
OpenAIRE
Journal :
Applied Mathematics & Optimization
Accession number :
edsair.doi...........676a3a9ae9ec68db9cdab0662ab28450

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