The unique solution of stochastic differential equations
Mathematical Physics
2016-05-12 v6 math.MP
Abstract
The solutions of stochastic differential equations without an external drift are stochastically invariant under time reversal. This singles out the "anti-Ito" integral.
Cite
@article{arxiv.1308.4515,
title = {The unique solution of stochastic differential equations},
author = {Dietrich Ryter},
journal= {arXiv preprint arXiv:1308.4515},
year = {2016}
}
Comments
Replaced by arXiv:1605.02897