Symmetric Integrals and Stochastic Analysis

DOI10.1137/S0040585X97982499MaRDI QIDQ5422353zbMATH OpenFDO

Authors F. S. Nasyrov

Publication date 19 October 2007

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97982499

zbMATH Keywords

Hellinger integralStratonovich integralsymmetric integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(17)

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• Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations
• On integration of systems of stochastic differential equations
• Integration of the stochastic logistic equation via symmetry analysis
• On nonlinear heat-conduction equations with a random right part
• On the maximum principle for stochastic differential equations with a path-wise cost functional
• On the Cauchy problem of stochastic and deterministic equations of Korteweg de Vries type

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