Remarks on the equation \(dX_t=a(X_t)dB_t\). (Q1151667): Difference between revisions

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Latest revision as of 12:05, 13 June 2024

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Remarks on the equation \(dX_t=a(X_t)dB_t\).
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    Remarks on the equation \(dX_t=a(X_t)dB_t\). (English)
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    1981
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    time change
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    local martingale
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