On the representation of solutions of stochastic differential equations
- 1 January 1980
- book chapter
- Published by Springer Nature in Lecture Notes in Mathematics
- p. 282-304
- https://doi.org/10.1007/bfb0089495
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Stochastic differential equations and Nilpotent Lie algebrasProbability Theory and Related Fields, 1979
- On the Gap Between Deterministic and Stochastic Ordinary Differential EquationsThe Annals of Probability, 1978
- Supplements and corrections to the paper: A classification of the second order degenerate elliptic operators and its probabilistic characterizationProbability Theory and Related Fields, 1977
- Stochastic differentialsApplied Mathematics & Optimization, 1975
- A classification of the second order degenerate elliptic operators and its probabilistic characterizationProbability Theory and Related Fields, 1974