Geodesic
Associated solutions of equations in~differentialsin the direct product of algebras of generalized random processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 2, pp. 272-293

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In the direct product of algebras of generalized random process, equations in differentials and their associated solutions are considered. It is proved that, in some cases, they are solutions of the corresponding Ito stochastic differential equations, and, in other cases, they are solutions of the Stratonovich equations.
Keywords: stochastic differential equations, Ito and Stratonovich equations, direct product of algebrasof generalized random processes, Ito and Stratonovich generalized differentials, associated solutions of equations in differentials. 
@article{TVP_1998_43_2_a3,
     author = {N. V. Lazakovich and S. P. Stashulenok and T. V. Stemkovskaya},
     title = {Associated solutions of equations in~differentialsin the direct product of algebras of generalized random processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {272--293},
     publisher = {mathdoc},
     volume = {43},
     number = {2},
     year = {1998},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_2_a3/}
}
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N. V. Lazakovich; S. P. Stashulenok; T. V. Stemkovskaya. Associated solutions of equations in~differentialsin the direct product of algebras of generalized random processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 2, pp. 272-293. http://geodesic.mathdoc.fr/item/TVP_1998_43_2_a3/