Abstract
We suggest a method for solving systems of stochastic differential equations and describe the structure of solutions.
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References
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Dedicated to A. A. Borovkov on his 85th birthday
Original Russian Text © F.S. Nasyrov, 2016, published in Matematicheskie Trudy, 2016, Vol. 19, No. 2, pp. 158–169.
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Nasyrov, F.S. On integration of systems of stochastic differential equations. Sib. Adv. Math. 27, 187–195 (2017). https://doi.org/10.3103/S1055134417030038
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DOI: https://doi.org/10.3103/S1055134417030038