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• W1794125394 abstract "Only the anti-Ito integral yields the correct shift of the mean, by the fact that the elements of its Riemannian sum hold in the order O(dt) rather than only in O(sqrt dt). The corresponding full Fokker-Planck equation is particularly simple and the only one applying for Brownian motion with an arbitrary friction law. The full backward equation coincides with it in the noise contribution." @default.
• W1794125394 created "2016-06-24" @default.
• W1794125394 creator A5002894717 @default.
• W1794125394 date "2014-05-13" @default.
• W1794125394 modified "2023-09-27" @default.
• W1794125394 title "Partial and full solutions of stochastic differential equations" @default.
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• W1794125394 hasPublicationYear "2014" @default.
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