scientific article; zbMATH DE number 2234993

zbMath1101.60002MaRDI QIDQ5710370

H. P. jun. McKean

Publication date: 2 December 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motionItô's formulastochastic integral equationBrownian motion on the Lie algebrastochastic integral equations on smooth manifolds

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Diffusion processes (60J60) Stochastic integrals (60H05)

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