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On quasi-linear stochastic partial differential equations

István Gyöngy, Étienne Pardoux

Probability Theory and Related Fields · 1993 · 78 citations · 8 references

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References

8

Stochastic Differential Equations and Diffusion Processes

Gopinath Kallianpur, Nobuyuki Ikeda, Shinzo Watanabe · Technometrics · 1983 · 3.9K citations

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Stochastic differential equations and diffusion processes

L. C. G. Rogers · European Journal of Operational Research · 1982 · 1.3K citations

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A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT

Alexander K. Zvonkin · Mathematics of the USSR-Sbornik · 1974 · 435 citations

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ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS

A J Veretennikov · Mathematics of the USSR-Sbornik · 1981 · 413 citations

, , +14

On a stochastic integral equation

Kiyosi Itô · Proceedings of the Japan Academy Series A Mathematical Sciences · 1946 · 156 citations · Full text

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