scientific article; zbMATH DE number 919334

MaRDI QIDQ4889004zbMATH OpenFDO

Authors I. D. Cherkasov

Publication date 20 November 1996

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)

Recommendations

• scientific article; zbMATH DE number 4056702
• scientific article; zbMATH DE number 4020120
• scientific article; zbMATH DE number 816260
• Phase space transformations of Gaussian diffusions
• scientific article; zbMATH DE number 3982186

Cited in

(4)

• A necessary characteristic equation of diffusion processes having Gaussian marginals
• Invertible field transformations with derivatives: necessary and sufficient conditions
• scientific article; zbMATH DE number 4056702 (Why is no real title available?)
• Transformation of measures in infinite-dimensional spaces by the flow induced by a stochastic differential equation

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4889004)