On the Itô-Alekseev-Gröbner formula for stochastic differential equations
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Publication:6596220
DOI10.1214/21-aihp1199MaRDI QIDQ6596220
Anselm Hudde, Martin Hutzenthaler, Arnulf Jentzen, Sara Mazzonetto
Publication date: 2 September 2024
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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