Mimicking the one-dimensional marginal distributions of processes having an Ito differential (Q1067301): Difference between revisions
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Property / author: István Gyöngy / rank | |||
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Property / author: István Gyöngy / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work: On the Factorization of Non-Negative Definite Matrices / rank | |||
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Property / cites work: On stochastic equations with respect to semimartingales I.<sup>†</sup> / rank | |||
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Property / cites work: Q3712656 / rank | |||
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Property / cites work: SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES / rank | |||
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Property / cites work: Q4139359 / rank | |||
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Property / cites work: Q5621610 / rank | |||
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Property / full work available at URL: https://doi.org/10.1007/bf00699039 / rank | |||
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Property / OpenAlex ID: W104454400 / rank | |||
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Latest revision as of 10:00, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Mimicking the one-dimensional marginal distributions of processes having an Ito differential |
scientific article |
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Mimicking the one-dimensional marginal distributions of processes having an Ito differential (English)
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1986
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See the preview in Zbl 0562.60065.
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weak solution
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