Introduction to Infinite Dimensional Stochastic Analysis

By Z. Huang, Jia-An Yan. 2001

98 citations recorded by the source corpus.

Subfields: Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/966cacca6629b754171a2e98de0508eaf376a8b7

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In Management Science and Operations Research

1. Daniel Alpay

Citations in the corpus

• On the characteristics of a class of Gaussian processes within the white noise space setting (2009, background): “We refer the reader to [21], [22], [30] and [23] for additional information and references.”
• Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise (2009, unknown): “also to [12], [14], [19], [20], [23],[24],[27], [28], [29], [30] and references therein for other interesting existence results on mild solutions of infinite -dimensional SDEs with Gaussian or Poisson noise.”
• Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales (2009, unknown): “[53], [65], [67], [76], [87], [88], [96], [132], [138], [147], [150], [151].”