Timeline for Any modern/recent version of Ito & McKean?
Current License: CC BY-SA 3.0
12 events
| when toggle format | what | by | license | comment | |
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| Apr 13, 2017 at 12:58 | history | edited | CommunityBot |
replaced http://mathoverflow.net/ with https://mathoverflow.net/
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| Apr 11, 2017 at 12:23 | vote | accept | horaceT | ||
| Apr 11, 2017 at 12:08 | comment | added | Henry.L | @horaceT Are there further questions that I can answer for you regarding this problem? | |
| Apr 8, 2017 at 18:19 | comment | added | Henry.L | @horaceT Well, that I do not know since the book is older than me:)) You can post a proof and ask for help, I am sure you will be welcomed. | |
| Apr 8, 2017 at 18:16 | comment | added | horaceT | An aside. Do you know how much of the book Ito & McKean is Mr. McKean's work? I'm sure the 2nd author did most of the writing since he's American, but it's clear to me which part is more Ito's and which more McKean's. | |
| Apr 8, 2017 at 17:58 | comment | added | Henry.L | @horaceT sure, happy to see! | |
| Apr 8, 2017 at 17:58 | comment | added | horaceT | AFAIK, japanese mathematics is not exactly the most readable in the world.....let me start another thread about one of their proofs. | |
| Apr 8, 2017 at 17:48 | comment | added | Henry.L | @horaceT updated another source and hope helps! | |
| Apr 8, 2017 at 17:48 | history | edited | Henry.L | CC BY-SA 3.0 |
added 130 characters in body
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| Apr 8, 2017 at 17:45 | comment | added | Henry.L | whose proof? Ito's proof is sometimes unintuitive because he think the symbolic calculus will be a justification. I think Ito has another long book explaining how he thinks about his symbolic calculus(now known as Ito calculus), which I did not have a chance to read. Ito, Kiyosi. Foundations of stochastic differential equations in infinite dimensional spaces. Society for Industrial and Applied Mathematics, 1984. | |
| Apr 8, 2017 at 17:42 | comment | added | horaceT | Will look them up for sure. Are you aware of anyone who worked out their proofs (and wrote it up somewhere); some of which are quite unintuitive, to say the least. | |
| Apr 8, 2017 at 17:39 | history | answered | Henry.L | CC BY-SA 3.0 |