scientific article; zbMATH DE number 699434

zbMath0815.60046MaRDI QIDQ4315013

Wolfgang Hackenbroch, Anton Thalmaier

Publication date: 4 December 1994

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

zbMATH Keywords

stochastic differential equationslocal timestochastic integrationFeynman-Kac formulaIto's formulastochastic calculus in manifoldsstochastic flow property of solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Generalizations of martingales (60G48) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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