Publication:3198643
From MaRDI portal
zbMath0713.60071MaRDI QIDQ3198643
Publication date: 1990
Brownian motion; stochastic differential equations; Poisson measure; Stratonovich integral; Hörmander condition; calculus of variation
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
60H07: Stochastic calculus of variations and the Malliavin calculus