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scientific article; zbMATH DE number 774034
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scientific article; zbMATH DE number 774034

    Statements

    author
    Terence J. Lyons
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    publication date
    13 July 1995
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    zbMATH Keywords
    Chen integral
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    anticipating stochastic differential equation
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    Wiener chaos expansion
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    Itô calculus
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    Stratonovich differential equation
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    Identifiers

    Mathematics Subject Classification ID
    34F05
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    34A34
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    93C99
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    60H10
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    zbMATH DE Number
    774034
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