On integration of systems of stochastic differential equations

DOI10.3103/S1055134417030038zbMath1399.60101OpenAlexW2750638953MaRDI QIDQ5374057

F. S. Nasyrov

Publication date: 6 April 2018

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1055134417030038

zbMATH Keywords

structure of solutionssystem of stochastic differential equations

Mathematics Subject Classification ID

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

Related Items (3)

On an Optimal Filtration Problem for One-Dimensional Diffusion Processes ⋮ Об устойчивости и теоремах сравнения для систем стохастических дифференциальных уравнений ⋮ On the almost sure stability of dynamical systems with respect to white noise

Cites Work

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• Solution of one class of systems of stochastic differential equations
• Symmetric Integrals and Stochastic Analysis

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