Ukrainian Mathematical Journal · 2001 · 13 citations · 1 references
EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesContinuous-time Stochastic ProcessesDiffusion ProcessesMarkov ProcessesQuadratic FormsStochastic CalculusStochastic Differential EquationsItô CalculusItô IntegralItô's LemmaMartingale ProblemsOrnstein-uhlenbeck ProcessesStochastic Differential SystemsStochastic Integrals
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