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Stratonovich integral
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1	Second Order Backward Stochastic Differential Equations and Fully Nonlinear Parabolic PDEs Patrick Cheridito ∗ Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2007-06-30 07:16:40 Stochastic processes Stochastic calculus FeynmanKac formula Envelope Partial differential equation Stratonovich integral
2	Stochastic Differential Equations Lecture notes for courses given at Humboldt University Berlin and University of Heidelberg Markus Reiß Add to Reading List Source URL: math.uni-heidelberg.de Language: English - Date: 2007-02-12 06:05:10 Statistical randomness Stochastic processes Stochastic calculus Martingale theory Stochastic differential equations Lvy processes Wiener process FeynmanKac formula Infinitesimal generator Semimartingale Brownian motion Stratonovich integral
3	Langevin description of markovian integro-differential master equations Add to Reading List Source URL: www.physik.uni-augsburg.de Language: English - Date: 2006-07-07 04:51:43 Stochastic calculus Equations Statistical mechanics Stochastic differential equation Langevin equation Poisson process Fokker–Planck equation Differential equation Stratonovich integral Statistics Stochastic processes Mathematical analysis
4	PDF Document Add to Reading List Source URL: www.math.uni.wroc.pl Language: English - Date: 2014-04-25 13:02:52 Martingale theory Stochastic calculus Integral calculus Semimartingale Quadratic variation Stratonovich integral Integration by parts Adapted process Wiener process Statistics Mathematical analysis Stochastic processes
5	PDF Document Add to Reading List Source URL: www.math.uni.wroc.pl Language: English - Date: 2014-06-10 11:59:51 Stochastic calculus Martingale theory Stratonovich integral Semimartingale Lebesgue–Stieltjes integration Riemann–Stieltjes integral Integral Càdlàg Ruslan L. Stratonovich Mathematical analysis Statistics Stochastic processes