scientific article; zbMATH DE number 2234993
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Publication:5710370
zbMath1101.60002MaRDI QIDQ5710370
Publication date: 2 December 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brownian motionItô's formulastochastic integral equationBrownian motion on the Lie algebrastochastic integral equations on smooth manifolds
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Diffusion processes (60J60) Stochastic integrals (60H05)
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