A guide to the stochastic calculus of variations

Lecture Notes in Mathematics - Stochastic Analysis and Related Topics ◽

10.1007/bfb0081929 ◽

2006 ◽

pp. 1-79 ◽

Cited By ~ 13

Author(s):

Daniel L. Ocone

Keyword(s):

Calculus Of Variations ◽

Stochastic Calculus ◽

Stochastic Calculus Of Variations

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3. Stochastic Calculus of Variations

Lecture Notes in Mathematics - Loeb Measures in Practice: Recent Advances ◽

10.1007/978-3-540-44531-9_3 ◽

2000 ◽

pp. 61-84

Author(s):

Nigel J. Cutland

Keyword(s):

Calculus Of Variations ◽

Stochastic Calculus ◽

Stochastic Calculus Of Variations

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Semi-classical quantum mechanics and stochastic calculus of variations

Annals of Physics ◽

10.1016/0003-4916(82)90082-3 ◽

1982 ◽

Vol 142 (2) ◽

pp. 448-449

Keyword(s):

Quantum Mechanics ◽

Calculus Of Variations ◽

Stochastic Calculus ◽

Classical Quantum ◽

Stochastic Calculus Of Variations

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Stochastic calculus of variations for the diffeomorphisms group

Bulletin des Sciences Mathématiques ◽

10.1016/j.bulsci.2011.05.001 ◽

2011 ◽

Vol 135 (6-7) ◽

pp. 557-564

Author(s):

Ana Bela Cruzeiro

Keyword(s):

Calculus Of Variations ◽

Stochastic Calculus ◽

Stochastic Calculus Of Variations

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Stochastic Calculus of Variations

10.1515/9783110378078 ◽

2016 ◽

Cited By ~ 1

Author(s):

Yasushi Ishikawa

Keyword(s):

Calculus Of Variations ◽

Stochastic Calculus ◽

Stochastic Calculus Of Variations

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Existence and Regularity of a Solution of a Kac Equation Without Cutoff Using the Stochastic Calculus of Variations

Communications in Mathematical Physics ◽

10.1007/s002200050689 ◽

1999 ◽

Vol 205 (3) ◽

pp. 551-569 ◽

Cited By ~ 12

Author(s):

Carl Graham ◽

Sylvie Méléard

Keyword(s):

Calculus Of Variations ◽

Stochastic Calculus ◽

Kac Equation ◽

Stochastic Calculus Of Variations

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Stochastic calculus of variations for stochastic partial differential equations

Journal of Functional Analysis ◽

10.1016/0022-1236(88)90015-8 ◽

1988 ◽

Vol 79 (2) ◽

pp. 288-331 ◽

Cited By ~ 21

Author(s):

Daniel Ocone

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Calculus Of Variations ◽

Stochastic Partial Differential Equations ◽

Stochastic Calculus ◽

Partial Differential ◽

Stochastic Calculus Of Variations

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Book Review: Stochastic calculus of variations in mathematical finance

Bulletin of the American Mathematical Society ◽

10.1090/s0273-0979-07-01146-9 ◽

2007 ◽

Vol 44 (03) ◽

pp. 487-493

Author(s):

David Nualart

Keyword(s):

Calculus Of Variations ◽

Mathematical Finance ◽

Stochastic Calculus ◽

Stochastic Calculus Of Variations

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Regularity of Conditional Laws in Non-Linear Filtering Theory and Stochastic Calculus of Variations

Stochastic Systems: The Mathematics of Filtering and Identification and Applications ◽

10.1007/978-94-009-8546-9_34 ◽

1981 ◽

pp. 621-628

Author(s):

Dominique Michel

Keyword(s):

Calculus Of Variations ◽

Stochastic Calculus ◽

Linear Filtering ◽

Filtering Theory ◽

Non Linear ◽

Stochastic Calculus Of Variations ◽

Conditional Laws

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Stochastic Calculus of Variations for Jump Processes

10.1515/9783110282009 ◽

2013 ◽

Cited By ~ 10

Author(s):

Yasushi Ishikawa

Keyword(s):

Calculus Of Variations ◽

Stochastic Calculus ◽

Jump Processes ◽

Stochastic Calculus Of Variations

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Stochastic calculus of variations and mechanics

Journal of Optimization Theory and Applications ◽

10.1007/bf00934436 ◽

1983 ◽

Vol 41 (1) ◽

pp. 55-74 ◽

Cited By ~ 20

Author(s):

W. H. Fleming

Keyword(s):

Calculus Of Variations ◽

Stochastic Calculus ◽

Stochastic Calculus Of Variations

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