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20122024
most citedThe Stochastic First Integrals, Kernel Functions for Integral Invariants and the Kolmogorov equations

3 citations · 3 across the 6 of their papers we have counts for

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math.PR2014

Stochastic First Integrals, Kernel Functions for Integral Invariants and the Kolmogorov equations

Valery Doobko, Elena Karachanskaya

In this article the authors present stochastic first integrals (SFI), the generalized Itô-Wentzell formula and its application for obtaining the equations for SFI, for kernel funct…