DOI10.1016/S0167-6911(84)80054-7zbMath0529.60055MaRDI QIDQ787584
Jai Heui Kim
Publication date: 1984 Published in: Systems \& Control Letters (Search for Journal in Brave)
zbMATH Keywords
Lie algebrastochastic flowsemimartingaleStratonovich integral
Mathematics Subject Classification ID
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48)
Cites Work