Symmetries of stochastic differential equations using Girsanov transformations (Q5061292): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2963739805 / rank | |||
Normal rank | |||
Revision as of 23:51, 19 March 2024
scientific article; zbMATH DE number 7641152
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Symmetries of stochastic differential equations using Girsanov transformations |
scientific article; zbMATH DE number 7641152 |
Statements
Symmetries of stochastic differential equations using Girsanov transformations (English)
0 references
12 January 2023
0 references
stochastic differential equations
0 references
Kolmogorov equation
0 references
Girsanov transformations
0 references
Doob h-transforms
0 references
Lie symmetry analysis
0 references
