Stochastic first integrals, kernel functions for integral invariants and the Kolmogorov equations (Q2795498)
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scientific article; zbMATH DE number 6558997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic first integrals, kernel functions for integral invariants and the Kolmogorov equations |
scientific article; zbMATH DE number 6558997 |
Statements
21 March 2016
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stochastic first integrals
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stochastic kernel function
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stochastic integral invariant
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Itō equation
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Poisson measure
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generalized Itō-Wentzell formula
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Kolmogorov equations
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math.PR
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Stochastic first integrals, kernel functions for integral invariants and the Kolmogorov equations (English)
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