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Pairing stochastic processes

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Abstract

This paper studies stochastic distributed parameter systems with stochastic inputs. It defines the pairing of two stochastic processes; the Ito stochastic integral is a particular kind of pairing.

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Authors and Affiliations

  1. Department of Mathematics, University of Paris VI, Paris, France

    P. Krée (Professor)

  2. Department of Mathematics and Informatics, University of Nice, Nice, France

    P. Krée (Professor)

Authors
  1. P. Krée
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Communicated by A. V. Balakrishnan

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Krée, P. Pairing stochastic processes. J Optim Theory Appl 12, 53–60 (1973). https://doi.org/10.1007/BF00934836

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  • DOI: https://doi.org/10.1007/BF00934836

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