ESTIMATES OF THE DERIVATIVES, WITH RESPECT TO THE INITIAL DATA, OF THE EXPECTATION OF A SOLUTION OF A STOCHASTIC EQUATION ON A MANIFOLD (Q3817391)
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English | ESTIMATES OF THE DERIVATIVES, WITH RESPECT TO THE INITIAL DATA, OF THE EXPECTATION OF A SOLUTION OF A STOCHASTIC EQUATION ON A MANIFOLD |
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ESTIMATES OF THE DERIVATIVES, WITH RESPECT TO THE INITIAL DATA, OF THE EXPECTATION OF A SOLUTION OF A STOCHASTIC EQUATION ON A MANIFOLD (English)
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1989
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smooth manifold
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initial value
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stochastic differential equation
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Girsanov's formula
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