Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries (Q5877093)
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: Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries |
scientific article; zbMATH DE number 7649168
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries |
scientific article; zbMATH DE number 7649168 |
Statements
Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries (English)
0 references
3 February 2023
0 references
Lie's symmetry analysis
0 references
stochastic differential equations
0 references
Girsanov transform
0 references
Doob's h-transform
0 references
integration by quadratures
0 references
0 references
0 references
0 references
0 references
