论文信息 - Stochastic Nonlinear Differential Equations

Stochastic Nonlinear Differential Equations

In this chapter we shall present some of the most essential features of stochastic differential equations. Readers interested in learning more about this subject are referred to the book by Gardiner (cf. references).

Hermann Haken | H. Haken

[1] Kiyosi Itô. Stochastic Differential Equations in a Differentiable Manifold , 1950, Nagoya Mathematical Journal.

[2] J. Doob. Stochastic processes , 1953 .

[3] C. Gardiner. Handbook of Stochastic Methods , 1983 .

[4] N. Kampen,et al. Stochastic processes in physics and chemistry , 1981 .

[5] Kiyosi Itô. Stochastic Differential Equations , 2018, The Control Systems Handbook.

[6] Kiyosi Itô. On a formula concerning stochastic differentials , 1951 .

[7] R. L. Stratonovich. A New Representation for Stochastic Integrals and Equations , 1966 .