Remarks on the equation \(dX_t=a(X_t)dB_t\). (Q1151667): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 05:23, 31 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Remarks on the equation \(dX_t=a(X_t)dB_t\). |
scientific article |
Statements
Remarks on the equation \(dX_t=a(X_t)dB_t\). (English)
0 references
1981
0 references
time change
0 references
local martingale
0 references