Keywords
- Stochastic Differential Equation
- Infinitesimal Generator
- Independent Increment
- Converse Statement
- Markov Semigroup
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References
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Emery M. Stabilite der solutions de equations differentielles stochastiques: applications aux integrales multiplicatives stochastiques. Z. Wahr. (1978), b 41, 241–262.
Ikeda N., Watanabe S., Stochastic differential equations and diffusion processes.Amsterdam etc.North Holland, 1931
Skorohod A.V. Operator stochastic differential equations and stochastic semigroups. UMN, (1982), v. 37, No 6, 157–183 (In Russian).
Schurmann M. Noncommutative stochastic processes with independent and stationary increment satisfy quantum stochastic differential equations. Preprint No 478, Heidelberg University, 1988.
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© 1990 Springer-Verlag
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Holevo, A.S. (1990). An analog of the Ito decomposition for multiplicative processes with values in a Lie group. In: Accardi, L., von Waldenfels, W. (eds) Quantum Probability and Applications V. Lecture Notes in Mathematics, vol 1442. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0085513
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DOI: https://doi.org/10.1007/BFb0085513
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-53026-8
Online ISBN: 978-3-540-46311-5
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