Feyel, Denis; de La Pradelle, Arnaud On the approximate solutions of the Stratonovitch equation. (English) Zbl 0901.60028 Electron. J. Probab. 3, Paper No. 7, 14 p. (1998). MSC: 60H10 60G17 60H07 PDF BibTeX XML Cite \textit{D. Feyel} and \textit{A. de La Pradelle}, Electron. J. Probab. 3, Paper No. 7, 14 p. (1998; Zbl 0901.60028) Full Text: DOI EMIS EuDML
Léandre, Rémi Asymptotic expansion of the density of a degenerated diffusion. (Développement asymptotique de la densité d’une diffusion dégénérée.) (French) Zbl 0749.60054 Forum Math. 4, No. 1, 45-75 (1992). Reviewer: S.Wedrychowicz (Rzeszów) MSC: 60H10 60H07 PDF BibTeX XML Cite \textit{R. Léandre}, Forum Math. 4, No. 1, 45--75 (1992; Zbl 0749.60054) Full Text: DOI
Kunita, Hiroshi Stochastic partial differential equations connected with non-linear filtering. (English) Zbl 0527.60067 Nonlinear filtering and stochastic control, Proc. 3rd 1981 Sess. C.I.M.E., Cortona/Italy 1981, Lect. Notes Math. 972, 100-169 (1982). MSC: 60H15 60H05 93E15 65H10 PDF BibTeX XML
Bismut, Jean-Michel An introduction to the stochastic calculus of variations. (English) Zbl 0517.58040 Stochastic differential systems, Proc. 2nd Conf., Bad Honnef 1982, Lect. Notes Control Inf. Sci. 43, 33-72 (1982). MSC: 58J65 60H20 58-02 PDF BibTeX XML
Bismut, Jean-Michel Mécanique aléatoire. (French) Zbl 0457.60002 Lecture Notes in Mathematics. 866. Berlin-Heidelberg-New York: Springer-Verlag. XVI, 563 p. DM 59.00; $ 26.90 (1981). MSC: 60-02 58J65 60Hxx 93E20 60J60 60K35 60G35 93E11 PDF BibTeX XML Full Text: DOI