Literature cited
I. I. Gikhman and A. V. Skorokhod, Stochastic Differential Equations [in Russian], Naukova Dumka, Kiev (1968).
V. A. Dubko, “First integral of a system of stochastic differential equations,” Preprint 78.27, Institute of Mathematics, Academy of Sciences of the Ukrainian SSR, Kiev.
F. R. Gantmakher, Lectures on Analytical Mechanics, Chelsea Publ.
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 33, No. 6, pp. 802–804, November–December, 1981.
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Dubko, V.A. Integration with respect to initial data, the Poincaré integral invariant, and “Hamilton's” equations for diffusion processes. Ukr Math J 33, 605–607 (1981). https://doi.org/10.1007/BF01085437
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DOI: https://doi.org/10.1007/BF01085437