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Publication:4039796
zbMath0638.60065MaRDI QIDQ4039796
Ioannis Karatzas, Steven E. Shreve
Publication date: 5 June 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brownian motionlocal timeFeynman-Kac formulaGirsanov theoremmartingale problemHaar functionscomparison of solutionsStochastic differential equationsDoob- Meyer decompositionsemimartingales related to the Brownian motion
Brownian motion (60J65) Local time and additive functionals (60J55) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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