Further results on some singular linear stochastic differential equations
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Publication:1016620
DOI10.1016/j.spa.2008.07.004zbMath1162.26307arXivmath/0702785OpenAlexW2041817839MaRDI QIDQ1016620
Publication date: 6 May 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0702785
Brownian motionstochastic differential equationscanonical decompositionenlargement of filtrationsGramian matricesGoursat kernelsself-reproducing kernelsVolterra transform
Related Items (2)
Conditioned stochastic differential equations: theory, examples and application to finance. ⋮ Generalized Gaussian bridges
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