- About this Journal ·
- Abstracting and Indexing ·
- Aims and Scope ·
- Article Processing Charges ·
- Articles in Press ·
- Author Guidelines ·
- Bibliographic Information ·
- Citations to this Journal ·
- Contact Information ·
- Editorial Board ·
- Editorial Workflow ·
- Free eTOC Alerts ·
- Publication Ethics ·
- Reviewers Acknowledgment ·
- Submit a Manuscript ·
- Subscription Information ·
- Table of Contents
International Journal of Stochastic Analysis
Volume 2012 (2012), Article ID 858736, 9 pages
Relations between Stochastic and Partial Differential Equations in Hilbert Spaces
Institute of Mathematics and Computer Sciences (IMCS), Ural Federal University, Lenin Avenue 51, 620083 Ekaterinburg, Russia
Received 31 May 2012; Accepted 20 August 2012
Academic Editor: Yaozhong Hu
Copyright © 2012 I. V. Melnikova and V. S. Parfenenkova. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
- T. Bjork, Arbitrage Theory in Continuous Time, Oxford Finance, 2004.
- S. E. Shreve, Stochastic Calculus for Finance II. Continuous-Time Models, Springer, New York, NY, USA, 2004.
- D. Filipović, Consistency Problems for Heath-Jarrow-Morton Interest Rate Models, vol. 1760, Springer, 2001.
- G. Da Prato and J. Zabczyk, Stochastic Equations in Infinite Dimensions, Encyclopedia of Mathematics and its Applications, 1992.
- M. A. Alshanskiy and I. V. Melnikova, “Regularized and generalized solutions of infinite-dimensional stochastic problems,” Matematicheskiĭ Sbornik, vol. 202, no. 11, pp. 1565–1592, 2011.
- L. Dalecky Yu and S. V. Fomin, Measures and Differential Equations in Infinite-Dimensional Space, vol. 76, Springer, 1992.
- B. Oksendal, Stochastic Differential Equations. An Introduction with Applications, Springer, 6 edition, 2003.
- S. E. Shreve, Lectures on Stochastic Calculus and Finance, 1997.
- G. N. Milstein and M. V. Tretyakov, Stochastic Numerics for Mathematical Physics, Springer, 2004.