The unique solution of stochastic differential equations

2013/08/21 by Dietrich Ryter, Ryter, Dietrich
Computer Science · Physics and Astronomy · #60Hxx #Advanced Thermodynamics and Statistical Mechanics #FOS: Physical sciences #Mathematical Physics (math-ph) #Nonlinear Dynamics and Pattern Formation #stochastic dynamics and bifurcation

paper · pdf · doi:10.48550/arxiv.1308.4515

openalex publication_date 2013/08/21 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The solutions of stochastic differential equations without an external drift are stochastically invariant under time reversal. This singles out the "anti-Ito" integral.

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