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Direct derivation of corrective terms in SDE through nonlinear transformation on Fokker-Planck equation - MaRDI portal

Direct derivation of corrective terms in SDE through nonlinear transformation on Fokker-Planck equation (Q2493161)

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Direct derivation of corrective terms in SDE through nonlinear transformation on Fokker-Planck equation
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    Direct derivation of corrective terms in SDE through nonlinear transformation on Fokker-Planck equation (English)
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    12 June 2006
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    Itô's calculus
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    Poisson input
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