ON STATIONARY SOLUTIONS OF A STOCHASTIC DIFFERENTIAL EQUATION.
ON STATIONARY SOLUTIONS OF A STOCHASTIC DIFFERENTIAL EQUATION.
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DOI：
10.1215/kjm/1250524705
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发表时间：
1964
影响因子：
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通讯作者：
Kiyosi Itô;M. Nisio
中科院分区：
文献类型：
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作者：
Kiyosi Itô;M. Nisio
摘要：讨论内容如下：（1）关于随机积分的不等式;（2）随机过程的全有界集;（3）随机积分的近似和;（4）单侧解;（5）定常解;（6）与定常解有关的Borel代数;（7）Lipschitz条件;（8）线性系数;（9）扩散定理;（10）一个修正的Girsanov例子;（11）一个确定性的例子;（12）一个二维的例子。
Abstract : Discussed are: (1) Inequalities concerning stochastic integrals; (2) Totally bounded sets of stochastic processes; (3) The approximate sum of a stochastic intergral; (4) One sided solutions; (5) Stationary solutions; (6) Borel algebras related to the stationary solutions; (7) Lipschitz conditions; (8) Linear coefficients; (9) Diffusion theorems; (10) A modified Girsanov example; (11) A deterministic example; and (12) A two-dimensional example.