Japanese Journal of Mathematics

, Volume 2, Issue 1, pp 133–135

Itô geometry

Special Feature: Award of the 1st Gauss Prize to K. Ito

DOI: 10.1007/s11537-007-0660-0

Cite this article as:
Stroock, D.W. Jpn. J. Math. (2007) 2: 133. doi:10.1007/s11537-007-0660-0
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Abstract.

This note provides a very brief outline of the ideas from which Itô’s theory of stochastic integral equations derive. The emphasis on the ideas rather than the technical details required to implement them.

Keywords and phrases:

Markov processes stochastic integral equations 

Mathematics Subject Classification (2000):

60J25 10J60 

Copyright information

© The Mathematical Society of Japan and Springer 2007

Authors and Affiliations

  1. 1.Department of MathematicsMassachusetts Institute of TechnologyCambridgeUSA

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