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Zbl 0808.60057
Hu, Xingbiao
A Bäcklund transformation and nonlinear superposition formula of a higher-order Itô equation. (English)
[J] J. Phys. A, Math. Gen. 26, No.21, 5895-5903 (1993). ISSN 0305-4470

Summary: We present a Bäcklund transformation for a higher-order Itô equation and prove a nonlinear superposition formula under certain conditions. Therefore, the integrability of the higher-order Itô equation is confirmed.
MSC 2000:
*60H15 Stochastic partial differential equations
60K40 Physical appl. of random processes

Keywords: Bäcklund transformation; higher-order Itô equation; nonlinear superposition formula

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