scientific article; zbMATH DE number 919334

zbMATH Open0859.60059MaRDI QIDQ4889004FDOQ4889004

Authors: I. D. Cherkasov 

Publication date: 20 November 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic differential equationsinvariance problemGaussian martingalesWiener fieldsItô formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60)

Cited In (4)

• Invertible field transformations with derivatives: necessary and sufficient conditions
• A necessary characteristic equation of diffusion processes having Gaussian marginals
• Title not available (Why is that?)
• Transformation of measures in infinite-dimensional spaces by the flow induced by a stochastic differential equation

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