Hamiltonian systems with a stochastic force:nonlinear versus linear, and a girsanov formula (Q4018643)
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| English | Hamiltonian systems with a stochastic force:nonlinear versus linear, and a girsanov formula |
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Hamiltonian systems with a stochastic force:nonlinear versus linear, and a girsanov formula (English)
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16 January 1993
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Girsanov formula
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Hamiltonian systems with white noise forcing term
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existence of pathwise unique solutions
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stochastic flow
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Radon-Nikodym derivative
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moment estimates
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Markov semigroup
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diffusion processes
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