Stochastic First Integrals, Kernel Functions for Integral Invariants and the Kolmogorov equations
Year: 2013
Type: preprint
Abstract: In this article the authors present stochastic first integrals (SFI), the generalized Itô-Wentzell formula and its application for obtaining the equations for SFI, for kernel functions for integral invariants and the Kolmogorov equations, described by the generalized Itô equations.
Source: arXiv (Cornell University)
Authors: Doobko, Valery, Karachanskaya, Elena
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W1865624953