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scientific article; zbMATH DE number 4123006

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Publication:4735892
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zbMath0685.60079MaRDI QIDQ4735892

Ming Liao, Harry Randolph Hughes

Publication date: 1989


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

zbMATH Keywords

Brownian motionhitting timeStratonovich integralstated independence property


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic integrals (60H05)





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