Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries (Q5877093): Difference between revisions

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Latest revision as of 17:46, 30 December 2024

scientific article; zbMATH DE number 7649168
Language Label Description Also known as
English
Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries
scientific article; zbMATH DE number 7649168

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    Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries (English)
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    3 February 2023
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    Lie's symmetry analysis
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    stochastic differential equations
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    Girsanov transform
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    Doob's h-transform
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    integration by quadratures
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