Stochastic Differential Equations Occurring in the Estimation of Continuous Parameter Stochastic Processes

Theory of Probability and Its Applications ◽

10.1137/1114076 ◽

1969 ◽

Vol 14 (4) ◽

pp. 567-594 ◽

Author(s):

G. Kallianpur ◽

C. Striebel

Keyword(s):

Differential Equations ◽

Stochastic Processes ◽

Stochastic Differential Equations ◽

Continuous Parameter

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Stepanov-like almost automorphy for stochastic processes and applications to stochastic differential equations

Nonlinear Analysis Real World Applications ◽

10.1016/j.nonrwa.2010.09.007 ◽

2011 ◽

Vol 12 (2) ◽

pp. 1130-1139 ◽

Author(s):

Yong-Kui Chang ◽

Zhi-Han Zhao ◽

G.M. N’Guérékata ◽

Ruyun Ma

Keyword(s):

Differential Equations ◽

Stochastic Processes ◽

Stochastic Differential Equations

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Stochastic processes and an introduction to stochastic differential equations

Elementary Applications of Probability Theory ◽

10.1007/978-1-4899-3290-7_11 ◽

1995 ◽

pp. 219-236

Author(s):

Henry C. Tuckwell

Keyword(s):

Differential Equations ◽

Stochastic Processes ◽

Stochastic Differential Equations

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Set-Valued Stochastic Processes and Sets of Probability Measures Induced by Stochastic Differential Equations with Random Set Parameters

Advances in Intelligent and Soft Computing - Combining Soft Computing and Statistical Methods in Data Analysis ◽

10.1007/978-3-642-14746-3_69 ◽

2010 ◽

pp. 561-568

Author(s):

Bernhard Schmelzer

Keyword(s):

Differential Equations ◽

Stochastic Processes ◽

Stochastic Differential Equations ◽

Probability Measures ◽

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STOCHASTIC PROCESSES AND STOCHASTIC DIFFERENTIAL EQUATIONS

The Bellman Continuum ◽

10.1142/9789814368605_0008 ◽

1987 ◽

pp. 551-666 ◽

Author(s):

T. T. Soong

Keyword(s):

Differential Equations ◽

Stochastic Processes ◽

Stochastic Differential Equations

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Studies in nonlinear stochastic processes. I. Approximate solutions of nonlinear stochastic differential equations by the method of statistical linearization

Journal of Statistical Physics ◽

10.1007/bf01020339 ◽

1976 ◽

Vol 15 (5) ◽

pp. 355-374 ◽

Author(s):

Aaron B. Budgor

Keyword(s):

Differential Equations ◽

Stochastic Processes ◽

Stochastic Differential Equations ◽

Approximate Solutions ◽

Statistical Linearization ◽

Nonlinear Stochastic Differential Equations

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Stochastic Processes and Stochastic Differential Equations

Springer Series in Statistics - Simulation and Inference for Stochastic Differential Equations ◽

10.1007/978-0-387-75839-8_1 ◽

2008 ◽

pp. 1-59 ◽

Author(s):

Stefano M. Iacus

Keyword(s):

Differential Equations ◽

Stochastic Processes ◽

Stochastic Differential Equations

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Studies in nonlinear stochastic processes. III. Approximate solutions of nonlinear stochastic differential equations excited by Gaussian noise and harmonic disturbances

Journal of Statistical Physics ◽

10.1007/bf01089375 ◽

1977 ◽

Vol 17 (1) ◽

pp. 21-44 ◽

Author(s):

Aaron B. Budgor

Keyword(s):

Differential Equations ◽

Stochastic Processes ◽

Stochastic Differential Equations ◽

Gaussian Noise ◽

Approximate Solutions ◽

Nonlinear Stochastic Differential Equations

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Stochastic Processes and Stochastic Differential Equations

Stochastic Differential Equations ◽

10.1007/978-3-642-11079-5_1 ◽

2010 ◽

pp. 5-73

Author(s):

C. Doleans–Dade

Keyword(s):

Differential Equations ◽

Stochastic Processes ◽

Stochastic Differential Equations

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Stochastic processes and stochastic differential equations

Infinite Dimensional Linear Systems Theory - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0006766 ◽

2005 ◽

pp. 118-157

Keyword(s):

Differential Equations ◽

Stochastic Processes ◽

Stochastic Differential Equations

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Modeling Complex Systems: Stochastic Processes, Stochastic Differential Equations, and Fokker-Planck Equations

1990 Lectures in Complex Systems ◽

10.1201/9780429503573-2 ◽

2018 ◽

pp. 3-52

Author(s):

Charles R. Doering

Keyword(s):

Differential Equations ◽

Complex Systems ◽

Stochastic Processes ◽

Stochastic Differential Equations ◽

Fokker Planck Equations ◽

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