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On a decomposition of solutions of stochastic differential equations - MaRDI portal

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On a decomposition of solutions of stochastic differential equations (Q787584)

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scientific article; zbMATH DE number 3840984
Language Label Description Also known as
English
On a decomposition of solutions of stochastic differential equations
scientific article; zbMATH DE number 3840984

    Statements

    title
    On a decomposition of solutions of stochastic differential equations (English)
    0 references
    author
    Jai Heui Kim
    0 references
    publication date
    1984
    0 references
    zbMATH Keywords
    semimartingale
    0 references
    Stratonovich integral
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    Lie algebra
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    stochastic flow
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    cites work
    Q3957683
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    Q3959169
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    Q3928750
    0 references
    Q3217380
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    Identifiers

    zbMATH DE Number
    3840984
    0 references
     
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