About: Kushner equation

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  • September 2020 (en)
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  • It's unclear who derived what and how. (en)
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  • However, the correct equation in terms of Itō calculus was first derived by Kushner although a more heuristic Stratonovich version of it appeared already in Stratonovich's works in late fifties. However, the derivation in terms of Itō calculus is due to Richard Bucy. (en)
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  • Kushner equation (en)
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