Publication:3198643

zbMath0713.60071MaRDI QIDQ3198643

Xian Yin Zhou

Publication date: 1990

zbMATH Keywords

Brownian motion; stochastic differential equations; Poisson measure; Stratonovich integral; Hörmander condition; calculus of variation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

60H07: Stochastic calculus of variations and the Malliavin calculus