ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION (Q4822547): Difference between revisions
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scientific article; zbMATH DE number 2110009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION |
scientific article; zbMATH DE number 2110009 |
Statements
ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION (English)
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25 October 2004
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strong solution
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Hida distribution
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Wick product
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