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scientific article; zbMATH DE number 3405310

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Publication:5671456
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zbMath0256.60053MaRDI QIDQ5671456

Rouslan L. Stratonovich

Publication date: 1972


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


Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)


Related Items (7)

Stochastic control and nonequilibrium thermodynamical systems ⋮ Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms ⋮ The Onsager-Machlup action functional for degenerate stochastic differential equations in a class of norms ⋮ The Onsager-Machlup action functional for McKean-Vlasov stochastic differential equations ⋮ Traces of random variables on Wiener space and the Onsager-Machlup functional ⋮ The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process ⋮ Building a path-integral calculus: a covariant discretization approach




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