Volterra方程式の解の確率論的表現(Martingaleに関連する諸問題)
スポンサーリンク
概要
著者
関連論文
- Hamilton-Jacobi equations and Euclidean Sobolev inequality (Viscosity Solutions of Differential Equations and Related Topics)
- Some results on quotient Aubry sets (Viscosity Solutions of Differential Equations and Related Topics)
- A note on asymptotic solutions of Hamilton-Jacobi equations(Viscosity Solution Theory of Differential Equations and its Developments)
- On Bellman equations of ergodic type with the Ornstein-Uhlenbeck operator (Viscosity Solution Theory of Differential Equations and its Developments)
- Volterra方程式の解の確率論的表現(Martingaleに関連する諸問題)
- INTEGRODIFFERENTIAL EQUATION WHICH INTERPOLATES THE HEAT EQUATION AND THE WAVE EQUATION II(Martingales and Related Topics)
- INTEGRODIFFERENTIAL EQUATION WHICH INTERPOLATES THE HEAT EQUATION AND THE WAVE EQUATION I(Martingales and Related Topics)
- 定数係数確率偏微分方程式について(Martingaleとその周辺)
- 非因果的確率積分方程式について(マルチンゲールにおける最近の発展)
- 部分的観測可能な確率制御問題について(Noncausal Calculusとその周辺)