Symmetries of stochastic differential equations using Girsanov transformations (Q5061292): Difference between revisions

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Latest revision as of 07:46, 31 July 2024

scientific article; zbMATH DE number 7641152
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English
Symmetries of stochastic differential equations using Girsanov transformations
scientific article; zbMATH DE number 7641152

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    Symmetries of stochastic differential equations using Girsanov transformations (English)
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    12 January 2023
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    stochastic differential equations
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    Kolmogorov equation
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    Girsanov transformations
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    Doob h-transforms
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    Lie symmetry analysis
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