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zbMath0647.60059MaRDI QIDQ3791990

I. D. Cherkasov

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equations Ito formula stochastic integrals with respect to the two-parameter Wiener process

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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