Integration with respect to initial data, the Poincaré integral invariant, and Hamilton's equations for diffusion processes

DOI10.1007/BF01085437zbMath0499.60058MaRDI QIDQ1171827

V. A. Dubko

Publication date: 1982

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

invariance of certain integralsstochastic analogue of Hamilton equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites Work

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