Mathematics reports, Toyama University · 1985 · 24 citations · 0 references
EngineeringMathematicsPhysicsProbability TheoryStochastic ModelingStochastic ProcessesContinuous-time Stochastic ProcessesDiffusion ProcessesIntegral EquationsMarkov ProcessesStochastic CalculusStochastic Differential EquationsItô CalculusItô IntegralMartingale RepresentationStochastic IntegralsStochastic Integration