Backward Itô's formula for sections of a fibered manifold (Q5919855)
From MaRDI portal
scientific article; zbMATH DE number 274929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward Itô's formula for sections of a fibered manifold |
scientific article; zbMATH DE number 274929 |
Statements
Backward Itô's formula for sections of a fibered manifold (English)
0 references
18 August 1993
0 references
See the preview in Zbl 0691.58041.
0 references
backward stochastic formula
0 references
stochastic differential equation
0 references
stochastic flow of diffeomorphisms
0 references
Brownian motion
0 references
