Stochastic dynamics via equations and inclusions in terms of mean derivatives and infinitesimal generators

Yu. E. Gliklikh

Teoriâ slučajnyh processov, Tome 16 (2010) no. 2, pp. 33-43.

Résumé

This is a survey of recent results on stochastic differential equations and inclusions given in terms of mean derivatives and infinitesimal generators of stochastic processes. We pay the main attention to equations and inclusions on manifolds.

Détail

Keywords: Mean derivatives, infinitesimal generators, stochastic differential equations, stochastic differential inclusions, manifolds.

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