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Stochastic flows and stochastic differential equations

寛 国田

Open publisher page 78 citations

Abstract

1. Stochastic processes and random fields 2. Continuous semimartingales and stochastic integrals 3. Semimartingales with spatial parameter and stochastic integrals 4. Stochastic flows 5. Convergence of stochastic flows 6. Stochastic partial differential equations.

About this research paper

What this paper is about

1. Stochastic processes and random fields 2. Continuous semimartingales and stochastic integrals 3. Semimartingales with spatial parameter and stochastic integrals 4. Stochastic flows 5. Convergence of stochastic flows 6. Stochastic partial differential equations.

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OpenAlex reports 78 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

1. Stochastic processes and random fields 2. Continuous semimartingales and stochastic integrals 3. Semimartingales with spatial parameter and stochastic integrals 4. Stochastic flows 5. Convergence of stochastic flows 6. Stochastic partial differential equations.

Key concepts: Stochastic partial differential equation, Stochastic differential equation, Continuous-time stochastic process, Mathematics, Discrete-time stochastic process, Applied mathematics, Stochastic process, Stochastic optimization

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