Geodesic
Differential equations of stochastic processes which have derivative in quadratic mean
Czechoslovak Mathematical Journal, Tome 17 (1967) no. 1, pp. 53-76

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

MR Zbl
DOI : 10.21136/CMJ.1967.100760
Classification : 60.40 
Koštál, Karel. Differential equations of stochastic processes which have derivative in quadratic mean. Czechoslovak Mathematical Journal, Tome 17 (1967) no. 1, pp. 53-76. doi: 10.21136/CMJ.1967.100760
@article{10_21136_CMJ_1967_100760,
     author = {Ko\v{s}t\'al, Karel},
     title = {Differential equations of stochastic processes which have derivative in quadratic mean},
     journal = {Czechoslovak Mathematical Journal},
     pages = {53--76},
     year = {1967},
     volume = {17},
     number = {1},
     doi = {10.21136/CMJ.1967.100760},
     mrnumber = {0221578},
     zbl = {0277.60048},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/CMJ.1967.100760/}
}
TY  - JOUR
AU  - Koštál, Karel
TI  - Differential equations of stochastic processes which have derivative in quadratic mean
JO  - Czechoslovak Mathematical Journal
PY  - 1967
SP  - 53
EP  - 76
VL  - 17
IS  - 1
UR  - http://geodesic.mathdoc.fr/articles/10.21136/CMJ.1967.100760/
DO  - 10.21136/CMJ.1967.100760
LA  - en
ID  - 10_21136_CMJ_1967_100760
ER  - 
%0 Journal Article
%A Koštál, Karel
%T Differential equations of stochastic processes which have derivative in quadratic mean
%J Czechoslovak Mathematical Journal
%D 1967
%P 53-76
%V 17
%N 1
%U http://geodesic.mathdoc.fr/articles/10.21136/CMJ.1967.100760/
%R 10.21136/CMJ.1967.100760
%G en
%F 10_21136_CMJ_1967_100760

[1] A. Blanc-Lapierre R. Fortet: Theorie des fonctions aléatoires. Paris 1953.

[2] M. Loève: Probability theory. Princeton I960.

[3] G. Dedebant J. Moyal P. Wehrlé: Sur les équations aux dérivées partielles que vérifient les fonctions de distribution d'un champ aléatoire. Comptes Rendus Ac. Sci. 210 (1940), 243-245. | MR

[4] A. N. Kolmogorov: Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung. Math. Annalen 104 (1931), 415-458. | DOI | MR | Zbl

[5] B. V. Gnedenko: Курс теории вероятностей. (Course in theory of probabilities.) Moscow 1961. | Zbl

[6] L. Truksa: Statistická dynamika I, II. (Statistical dynamics I, II.) Prague 1956, 1958.

[7] G. Dedebant J. Moyal P. Wehrlé: Sur l'équivalent hydrodynamique d'un corpuscule aléatoire. Application à l'établissement des équations aux valeurs probables d'un fluide turbulent. Comptes Rendus Ac. Sci. 210 (1940), 332-334. | MR

[8] J. E. Moyal: Stochastic processes and statistical physics. Journ. of the Roy. Stat. Soc. XI (1949), 150-210. | MR | Zbl

[9] K. Košťál: On the transformation of the Schrödinger wave equation into a system of equations of stochastic processes which have first and second mean square derivatives. Phys. Letters 9, 1 (1964), 26-29. | DOI | MR

[10] G. Dedebant P. Wehrlé: Mécanique aléatoire. Portugaliae Physica 1, 3 (1944), 95-150; 1, 4 (1945), 179-294.

[11] S. N. Bernstejn: Современное состояние теории вероятностей. (Contemporary state of theory of probabilities.) Moscow 1933.

[12] A. N. Kolmogorov: Zur Theorie der stetigen zufälligen Prozesse. Math. Annalen 108 (1933), 149-160. | DOI | MR | Zbl

Cité par Sources :