Inverse diffusion and direct derivation of stochastic Liouville equations

DOI10.1007/BF01158290MaRDI QIDQ792008zbMATH OpenFDO

Authors A. Yu. Veretennikov

Publication date 1983

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01158290

zbMATH Keywords

representation of first integralsstochastic Liouville equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Review text

Translation from Mat. Zametki 33, No.5, 773-779 (Russian) (1983; Zbl 0524.60060).

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