A comparison theorem for stochastic differential equations under the Novikov condition (Q471045)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A comparison theorem for stochastic differential equations under the Novikov condition |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison theorem for stochastic differential equations under the Novikov condition |
scientific article |
Statements
A comparison theorem for stochastic differential equations under the Novikov condition (English)
0 references
13 November 2014
0 references
stochastic differential equations
0 references
Girsanov theorem
0 references
Novikov condition
0 references
convex envelope
0 references
comparison theorems
0 references
0 references
0 references
0 references
