Finite-dimensional distributions of invariant measure in nonlinear stochastic differential systems (Q1974979)

This paper reviews and discusses the author's method for constructing integral invariants in order to find the density functions of solutions of systems of Itô differential equations of the form \[ Z'= a(Z,t)+ b(Z,t)V, \qquad Z(t_0)= Z_0, \] where \(V\) is the mean-square derivative of an \(m\)-dimensional Wiener process \(W(t)\) and \(Z_0\) is a normal random variable independent of the increments of \(W(t)\) for \(t> t_0\).