@article{SPS_1980__14__282_0, author = {Kunita, Hiroshi}, title = {On the representation of solutions of stochastic differential equations}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, volume = {14}, year = {1980}, pages = {282-304}, mrnumber = {580134}, zbl = {0438.60047}, language = {en}, url = {http://dml.mathdoc.fr/item/SPS_1980__14__282_0} }
Kunita, Hiroshi. On the representation of solutions of stochastic differential equations. Séminaire de probabilités de Strasbourg, Tome 14 (1980) pp. 282-304. http://gdmltest.u-ga.fr/item/SPS_1980__14__282_0/
[1] Liens entre équations différentielles stochastiques et ordinaires, Ann. Inst. H. Poincaré 13, 99-125 (1977). | Numdam | MR 451404 | Zbl 0359.60087
:[2] A classification of the second order degenerate elliptic operators and its probabilistic characterization, Z. Wahrscheinlichkeitstheorie und verw. Gebiete 30, 235-254 (1974). | MR 381007 | Zbl 0326.60097
- :[3] Supplements and corrections to the above paper, Z. Wahrscheinlichkeitstheorie und verw. Gebiete 39, 81-84 (1977). | MR 488328 | Zbl 0382.60069
- :[4] Stochastic differentials, Appl. Math. Optimization 1, 374-384 (1975). | MR 388538 | Zbl 0325.60057
:[5] Lie algebras, New York-London. Wiley 1962. | MR 143793 | Zbl 0121.27504
:[6] A global formulation of the Lie theory on transformation groups, Memoirs of the American Mathematical Society, No. 22 (1957). | MR 121424 | Zbl 0178.26502
:[7] On the gap between deterministic and stochastic ordinary differential equations, The Annals of Probability 6, 19-41 (1978). | MR 461664 | Zbl 0391.60056
:[8] Stochastic differential equations and nilpotent Lie algebras, Z. Wahrscheinlichkeitstheorie und verw. Gebiete 47, 213-229 (1979). | MR 523171 | Zbl 0427.60069
: