Superposition rules and stochastic Lie-Scheffers systems
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Publication:985337
DOI10.1214/08-AIHP189zbMath1196.60107arXiv0803.0600OpenAlexW1965809564MaRDI QIDQ985337
Juan-Pablo Ortega, Joan-Andreu Lázaro-Camí
Publication date: 21 July 2010
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0803.0600
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)
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