Resolvents of the Ito differential equations multiplicative with respect to the state vector
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Publication:6185392
DOI10.1134/s0005117923080088zbMath1530.93549MaRDI QIDQ6185392
Publication date: 8 January 2024
Published in: Automation and Remote Control (Search for Journal in Brave)
fundamental matrixmatrix Lie algebramultiplicative stochastic systemgroup-theoretic methodWei-Norman theoremFisk-Stratonovich differentialstochastic resolvent
Cites Work
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- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems
- Multiplicative stochastic systems with multiple external disturbances
- Stochastic equations with an unbounded operator coefficient and multiplicative noise
- Exponential integrators
- Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise
- Weak exponential schemes for stochastic differential equations with additive noise
- On Global Representations of the Solutions of Linear Differential Equations as a Product of Exponentials
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