Geodesic
On integration of systems of stochastic differential equations
Matematičeskie trudy, Tome 19 (2016) no. 2, pp. 158-169

Voir la notice de l'article provenant de la source Math-Net.Ru

We suggest a method for solving systems of stochastic differential equations and describe the structure of solutions. 
@article{MT_2016_19_2_a5,
     author = {F. S. Nasyrov},
     title = {On integration of systems of stochastic differential equations},
     journal = {Matemati\v{c}eskie trudy},
     pages = {158--169},
     publisher = {mathdoc},
     volume = {19},
     number = {2},
     year = {2016},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MT_2016_19_2_a5/}
}
TY  - JOUR
AU  - F. S. Nasyrov
TI  - On integration of systems of stochastic differential equations
JO  - Matematičeskie trudy
PY  - 2016
SP  - 158
EP  - 169
VL  - 19
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MT_2016_19_2_a5/
LA  - ru
ID  - MT_2016_19_2_a5
ER  - 
%0 Journal Article
%A F. S. Nasyrov
%T On integration of systems of stochastic differential equations
%J Matematičeskie trudy
%D 2016
%P 158-169
%V 19
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MT_2016_19_2_a5/
%G ru
%F MT_2016_19_2_a5
F. S. Nasyrov. On integration of systems of stochastic differential equations. Matematičeskie trudy, Tome 19 (2016) no. 2, pp. 158-169. http://geodesic.mathdoc.fr/item/MT_2016_19_2_a5/