A singular stochastic integral equation
In: Recercat. Dipósit de la Recerca de Catalunya instname Dipòsit Digital de la UB Universidad de Barcelona
Online
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Zugriff:
This note is devoted to the discussion of the stochastic differential equation X d X + Y d Y = 0 XdX + YdY = 0 , X X and Y Y being continuous local martingales. A method to construct solutions of this equation is given.
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A singular stochastic integral equation
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Autor/in / Beteiligte Person: | Nualart, David ; Sanz, Marta ; Universitat de Barcelona |
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Quelle: | Recercat. Dipósit de la Recerca de Catalunya instname Dipòsit Digital de la UB Universidad de Barcelona |
Veröffentlichung: | American Mathematical Society |
Medientyp: | unknown |
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