Remarks on the equation \(dX_t=a(X_t)dB_t\). (Q1151667)

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Remarks on the equation \(dX_t=a(X_t)dB_t\).
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    title
    Remarks on the equation \(dX_t=a(X_t)dB_t\). (English)
    0 references
    author
    Cristina Betz
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    Henryk Gzyl
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    publication date
    1981
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    zbMATH DE Number
    3718292
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    zbMATH Keywords
    time change
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    local martingale
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    cites work
    Q4086524
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    Q5585820
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    Q4151478
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    OpenAlex ID
    W2033279622
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