CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS : PART II INVERSE FLOWS AND BACKWARD SDE'S
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概要
著者
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Kunita Hiroshi
Graduate School Of Mathematics Kyushu University
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FUJIWARA Tsukasa
Department of Applied Science Faculty of Engineering Kyushu University
関連論文
- Asymptotic Self-Similarity and Short Time Asymptotics of Stochastic Flows
- CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS : PART I STOCHASTIC FLOWS OF DIFFEOMORPHISMS
- On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence
- CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS : PART II INVERSE FLOWS AND BACKWARD SDE'S