Further results on some singular linear stochastic differential equations (Q1016620): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2041817839 / rank | |||
Normal rank | |||
Revision as of 22:29, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Further results on some singular linear stochastic differential equations |
scientific article |
Statements
Further results on some singular linear stochastic differential equations (English)
0 references
6 May 2009
0 references
Brownian motion
0 references
canonical decomposition
0 references
enlargement of filtrations
0 references
Goursat kernels
0 references
Gramian matrices
0 references
self-reproducing kernels
0 references
stochastic differential equations
0 references
Volterra transform
0 references
