Construction of local solutions to sde's with singular drift (Q4840929)
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scientific article; zbMATH DE number 781053
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction of local solutions to sde's with singular drift |
scientific article; zbMATH DE number 781053 |
Statements
Construction of local solutions to sde's with singular drift (English)
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22 November 1995
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singular drift
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stochastic differential equation
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Girsanov transform
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local solution
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Föllmer measure
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