On one-dimensional stochastic differential equations without drift and with time-dependent diffusion coefficients (Q3141169): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On one-dimensional stochastic differential equations without drift and with time-dependent diffusion coefficients |
scientific article |
Statements
On one-dimensional stochastic differential equations without drift and with time-dependent diffusion coefficients (English)
0 references
21 April 1994
0 references
continuous local martingales
0 references
weak convergence
0 references
stochastic differential equation
0 references
Brownian motion
0 references
