On the decomposition of solutions of stochastic differential equations
- 1 January 1981
- book chapter
- Published by Springer Nature
- p. 213-255
- https://doi.org/10.1007/bfb0088729
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
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- Stochastic differential equations and Nilpotent Lie algebrasProbability Theory and Related Fields, 1979
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- A global formulation of the Lie theory of transformation groupsMemoirs of the American Mathematical Society, 1957
- Brownian motions in a Lie groupProceedings of the Japan Academy, Series A, Mathematical Sciences, 1950