The complexity of stochastic differential equations

DOI10.1080/17442508108833162MaRDI QIDQ3899265zbMATH OpenOpenAlexFDO

Authors Arthur Krener, Claude Lobry

Publication date 1981

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508108833162

zbMATH Keywords

stochastic differential equationsLie algebra

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3214233 (Why is no real title available?)
• A Decomposition Theory for Differentiable Systems
• A formal approach to stochastic integration and differential equations
• Multiple Wiener integral
• On the Equivalence of Control Systems and the Linearization of Nonlinear Systems
• On the gap between deterministic and stochastic ordinary differential equations
• Stochastic differential equations and Nilpotent Lie algebras
• The Homogeneous Chaos

Cited in

(5)

• THE COHOMOLOGY OF STOCHASTIC AND RANDOM DIFFERENTIAL EQUATIONS, AND LOCAL LINEARIZATION OF STOCHASTIC FLOWS
• Stochastic differential equations and stochastic flows of diffeomorphisms
• Stochastic flows and Taylor series
• Asymptotic expansion of stochastic flows
• Stochastic model of leukocyte chemosensory movement

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