Stochastic differential equations with covariant probabilities
arXiv:1510.01247
Abstract
Covariance of the resulting probabilities requires the "anti-Ito" sense. The corresponding Fokker-Planck equation is simplified and preserves important features of the case with a constant diffusion. Multiplicative noise can always be removed by a change of the variables, which is specified explicitly.
Replaced by arXiv:1605.02897