Resolvents of the Ito differential equations multiplicative with respect to the state vector (Q6185392)
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scientific article; zbMATH DE number 7784823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Resolvents of the Ito differential equations multiplicative with respect to the state vector |
scientific article; zbMATH DE number 7784823 |
Statements
Resolvents of the Ito differential equations multiplicative with respect to the state vector (English)
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8 January 2024
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multiplicative stochastic system
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fundamental matrix
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Fisk-Stratonovich differential
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group-theoretic method
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matrix Lie algebra
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Wei-Norman theorem
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stochastic resolvent
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