An introduction to stochastic differential equations

DOI10.1080/0020739830140207zbMath0505.60071OpenAlexW2024092339MaRDI QIDQ4742097

W. Barrie Fraser

Publication date: 1983

Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020739830140207

zbMATH Keywords

difference between Ito and Stratonovich methods

Mathematics Subject Classification ID

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

Cites Work

• Ito versus Stratonovich
• A Controversy in Problems Involving Random Parametric Excitation
• On the Theory of the Brownian Motion II
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