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Y. Dynkin, “Markov Processes,” Academic Press, New York, 1964, pp. 9-13.

has been cited by the following article:

• TITLE: The Existence and Uniqueness of Random Solution to Itô Stochastic Integral Equation

  AUTHORS: Hamdin Ahmed Alafif, Caishi Wang

  KEYWORDS: Itô Integral; Brownian Motion; Probabilistic Functional Analysis; Banach Space

  JOURNAL NAME: Applied Mathematics, Vol.3 No.7, June 21, 2012

  ABSTRACT: The objective of this paper is to attempt to apply the theoretical techniques of probabilistic functional analysis to answer the question of existence and Uniqueness of a Random Solution to It? Stochastic Integral Equation. Another type of stochastic integral equation which has been of considerable importance to applied mathematicians and engineers is that involving the It? or It?-Doob form of stochastic integrals.