참고문헌 (20)

1. C. Dellacherie 1975 Probabilités et potentiel C. Dellacherie, P. A. Meyer,Probabilités et potentiel, Hermann, Paris (1975). 

2. H. J. Engelbert 143 1985 Lecture Notes in Control and Informat. Sci. Stochastic Differential Systems H. J. Engelbert, W. Schmidt, On one-dimensional stochastic differential equations with generalized drift, in:Stochastic Differential Systems, Lecture Notes in Control and Informat. Sci.,69, Springer, Berlin (1985), pp. 143-155. 

3. H. J. Engelbert, W. P. Kurenok, On one-dimensional stochastic equations driven by symmetric stable processes, Preprint (1999). 

4. J. Jacod 1979 10.1007/BFb0064907 Lecture Notes in Math. Calcul Stochastique et Problèmes de Martingales J. Jacod,Calcul Stochastique et Problèmes de Martingales, Lecture Notes in Math.,714, Springer, Berlin (1979). 

   

5. J. Jacod 1985 Lecture Notes in Math. Théorèmes limites pour les processus J. Jacod,Théorèmes limites pour les processus, Lecture Notes in Math.,1117, Springer, Berlin (1985). 

6. J. Jacod 1987 10.1007/978-3-662-02514-7 Limit Theorems for Stochastic Processes J. Jacod, A. N. Shiryaev,Limit Theorems for Stochastic Processes, Springer, Berlin (1987). 

   

7. N. V. Krylov 1980 10.1007/978-1-4612-6051-6 Controlled Diffusion Processes N. V. Krylov,Controlled Diffusion Processes, Springer, New York (1980). 

   

8. R. S. Liptser 1977 10.1007/978-1-4757-1665-8 Statistics of Random Processes R. S. Liptser, A. N. Shiryaev,Statistics of Random Processes, Springer, New York (1977). 

   

9. H. Pragarauskas 579 1999 Probability Theory and Mathematical Statistics H. Pragarauskas, OnL p-estimates of stochastic integrals, in:Probability Theory and Mathematical Statistics, B. Grigelioniset al. (Eds.), VSP, Utrecht/TEV, Vilnius (1999), pp. 579-588. 

10. Rend. Accad. Naz. Sci. XL Mem. Mat. L. Pratelli XIII 297 1989 L. Pratelli, Invariance des notions de semimartingale et d'intégrale stochastique par changement d'espace,Rend. Accad. Naz. Sci. XL Mem. Mat., 107°, vol. XIII, 297-305 (1989). 

11. Ann. Probab. L. Rosiński 14 271 1986 10.1214/aop/1176992627 L. Rosiński, W. A. Woyczyński, On Itô stochastic integration with respect top-stable motion: inner clock, integrability of sample paths, double and multiple integrals,Ann. Probab.,14, 271-286 (1986). 

    상세보기

12. Stochastics Stochastics Rep. A. Roskosz 42 199 1993 10.1080/17442509308833819 A. Roskosz and L. Słomiński, On weak solutions of one-dimensional SDEs with time-dependent coefficients,Stochastics Stochastics Rep.,42, 199-208 (1993). 

    상세보기

13. Stochastics Stochastics Rep. T. Senf 43 199 1993 10.1080/17442509308833836 T. Senf, On one-dimensional stochastic differential equations without drift and with time-dependent diffusion coefficients,Stochastics Stochastics Rep.,43, 199-220 (1993). 

    상세보기

14. Theory Probab. Appl. A. V. Skorokhod 1 261 1956 10.1137/1101022 A. V. Skorokhod, Limit theorems for stochastic processes,Theory Probab. Appl.,1, 261-290 (1956). 

    상세보기

15. A. V. Skorokhod 1965 Studies in the Theory of Random Processes A. V. Skorokhod,Studies in the Theory of Random Processes, Addison-Wesley, Reading (1965). 

16. Rend. Accad. Naz. Sci. XL Mem. Mat. P. A. Zanzotto XIII 1 1989 P. A. Zanzotto, On the stability of stochastic differential equations “with memory”,Rend. Accad. Naz. Sci. XL Mem. Mat., 107°, vol. XIII, 1-22 (1989). 

17. Stoch. Process. Appl. P. A. Zanzotto 68 209 1997 10.1016/S0304-4149(97)00030-6 P. A. Zanzotto, On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion,Stoch. Process. Appl.,68, 209-228 (1997). 

    상세보기

18. Theory Probab. Appl. P. A. Zanzotto 43 808 1998 P. A. Zanzotto, Representation of a class of semimartingales as stable integrals,Theory Probab. Appl.,43, 808-818 (1998). 

19. P. A. Zanzotto, On stochastic differential equations driven by Cauchy process and the other stable Lévy motions, Technical Report, 2.312.1127, Department of Mathematics, University of Pisa, July 1998. 

20. P. A. Zanzotto, On stochastic differential equations driven by Cauchy process and the other α-stable motions. In: Mini-proceedings: Conference on Lévy processes: theory and applications, Miscellanea No. 11, April 1999, MaPhySto, University of Aarhus, pp. 179-183. 

활용도 Top5 논문

더보기

해당 논문의 주제분야에서 활용도가 높은 상위 5개 콘텐츠를 보여줍니다.
더보기 버튼을 클릭하시면 더 많은 관련자료를 살펴볼 수 있습니다.