On a decomposition of solutions of stochastic differential equations (Q787584)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On a decomposition of solutions of stochastic differential equations |
scientific article |
Statements
On a decomposition of solutions of stochastic differential equations (English)
0 references
1984
0 references
semimartingale
0 references
Stratonovich integral
0 references
Lie algebra
0 references
stochastic flow
0 references