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scientific article; zbMATH DE number 2234993
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scientific article; zbMATH DE number 2234993

    Statements

    author
    H. P. jun. McKean
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    publication date
    2 December 2005
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    Mathematics Subject Classification ID
    60-01
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    60H05
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    60H10
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    60J60
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    60J65
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    zbMATH DE Number
    2234993
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    zbMATH Keywords
    Brownian motion
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    stochastic integral equation
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    Itô's formula
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    stochastic integral equations on smooth manifolds
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    Brownian motion on the Lie algebra
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