| Pathwise Taylor expansions for random fields on multiple dimensional paths | |
| Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng | |
| 刊名 | STOCHASTIC PROCESSES AND THEIR APPLICATIONS
 |
| 2015 | |
| 卷号 | 125期号:7页码:2820-2855 |
| 关键词 | Path derivatives Pathwise Taylor expansion Functional Ito formula Ito-Wentzell formula Stochastic partial differential equations |
| DOI | 10.1016/j.spa.2015.02.004 |
| URL标识 | 查看原文 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4787676 |
| 专题 | 山东大学 |
| 作者单位 | 1.Univ Bretagne Occidentale, Dept Math, F-29285 Brest, France. 2.Shandong Univ, Sch Math, Jinan 250100, Peoples R |
| 推荐引用方式 GB/T 7714 | Buckdahn, Rainer,Ma, Jin,Zhang, Jianfeng. Pathwise Taylor expansions for random fields on multiple dimensional paths[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2015,125(7):2820-2855. |
| APA | Buckdahn, Rainer,Ma, Jin,&Zhang, Jianfeng.(2015).Pathwise Taylor expansions for random fields on multiple dimensional paths.STOCHASTIC PROCESSES AND THEIR APPLICATIONS,125(7),2820-2855. |
| MLA | Buckdahn, Rainer,et al."Pathwise Taylor expansions for random fields on multiple dimensional paths".STOCHASTIC PROCESSES AND THEIR APPLICATIONS 125.7(2015):2820-2855. |
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