On stochastic differential equations

作者： Kiyosi Ito

DOI: 10.1090/MEMO/0004

关键词: Mathematics 、 Malliavin calculus 、 Examples of differential equations 、 Stochastic differential equation 、 Integrating factor 、 Runge–Kutta method 、 Differential algebraic equation 、 Stochastic partial differential equation 、 Applied mathematics 、 Numerical partial differential equations