Stochastic dynamics via equations and inclusions in terms of mean derivatives and infinitesimal generators
Teoriâ slučajnyh processov, Tome 16 (2010) no. 2, pp. 33-43

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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.
Keywords: Mean derivatives, infinitesimal generators, stochastic differential equations, stochastic differential inclusions, manifolds.
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     author = {Yu. E. Gliklikh},
     title = {Stochastic dynamics via equations and inclusions in terms of mean derivatives and infinitesimal generators},
     journal = {Teori\^a slu\v{c}ajnyh processov},
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Yu. E. Gliklikh. Stochastic dynamics via equations and inclusions in terms of mean derivatives and infinitesimal generators. Teoriâ slučajnyh processov, Tome 16 (2010) no. 2, pp. 33-43. http://geodesic.mathdoc.fr/item/THSP_2010_16_2_a4/