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Krener, Arthur J.; Lobry, Claude

The complexity of stochastic differential equations. (English) Zbl 0452.60069

Stochastics 4, 193-203 (1981).
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Cited in 4 Reviews
Cited in 5 Documents

MSC:

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

Keywords:

stochastic differential equations; Lie algebra
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References:

[1] Bishop R. L., Geometry of Manifolds (1964) · Zbl 0132.16003
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[10] Krener A. J., SIAM J. Control and Opt 15 pp 813– (1977) · Zbl 0361.93023 · doi:10.1137/0315052
[11] Krener A. J., Stochastics 3 pp 105– (1979) · Zbl 0435.60051 · doi:10.1080/17442507908833141
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[13] Sussmann H. J., Ann. Prob 6 pp 19– (1978) · Zbl 0391.60056 · doi:10.1214/aop/1176995608
[14] Wiener N., Amer. J. Math 60 pp 897– (1938) · Zbl 0019.35406 · doi:10.2307/2371268
[15] Yamato Y., Z.Wahrscheinlichkeitstheorie ver. Geb 47 pp 213– (1979) · Zbl 0427.60069 · doi:10.1007/BF00535284
[16] Kunita H., Lecture Notes in Mathematics 784 (1980)
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