A singular stochastic integral equation
American Mathematical Society, 1982
Online
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Zugriff:
This is the published version, also available here: http://dx.doi.org/10.1090/S0002-9939-1982-0663883-5. First published in Proc. Amer. Math. Soc. in 1982, published by the American Mathematical Society. ; This note is devoted to the discussion of the stochastic differential equation $ XdX + YdY = 0$, $ X$ and $ 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 |
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Veröffentlichung: | American Mathematical Society, 1982 |
Medientyp: | academicJournal |
DOI: | 10.1090/S0002-9939-1982-0663883-5 |
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