ON STATIONARY SOLUTIONS OF A STOCHASTIC DIFFERENTIAL EQUATION.

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.

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1943
Accession Number
AD0602104

Entities

People

  • Kiyosi Ito
  • Makiko Nisio

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Differential Equations
  • Equations
  • Geometry
  • Inequalities
  • Integrals
  • Mathematical Analysis
  • Mathematics
  • Partial Differential Equations
  • Probability
  • Real Variables
  • Stationary
  • Stochastic Processes
  • Two Dimensional

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Mathematical Modeling and Probability Theory.