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- 1.0346646 - ÚTIA 2011 CZ eng V - Research Report
Hofmanová, M. - Seidler, Jan
On weak solutions of stochastic differential equations.
Praha: ÚTIA Av ČR, v.v.i, 2010. 24 s. Research Report, No. 2282.
R&D Projects: GA ČR GAP201/10/0752
Institutional research plan: CEZ:AV0Z10750506
Keywords : weak solutions * stochastic differential equations
http://library.utia.cas.cz/separaty/2010/SI/seidler-on weak solutions of stochastic differential equations.pdf
Permanent Link: http://hdl.handle.net/11104/0187616File Download Size Commentary Version Access 0346646.pdf 1 320.6 KB Other open-access - 2.0337396 - ÚTIA 2010 CZ cze V - Research Report
Seidler, Jan
Vybrané kapitoly ze stochastické analysy.
[Selected topics in stochastic analysis.]
Praha: UTIA AV ČR, v.v.i, 2009. 216 s. Research Report, 2270.
R&D Projects: GA ČR GA201/07/0237
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic differential equations * martingale
Subject RIV: BA - General Mathematics
http://library.utia.cas.cz/separaty/2010/SI/seidler-selected topics in stochastic analysis.pdf
Permanent Link: http://hdl.handle.net/11104/0181405File Download Size Commentary Version Access 0337396.pdf 2 3.4 MB Other open-access