Characterising One-Dimensional Diffusions using Stochastic Calculus

DOI10.1112/BLMS/19.2.183MaRDI QIDQ3757099zbMATH OpenOpenAlexFDO

Authors L. C. G. Rogers

Publication date 1987

Published in Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/blms/19.2.183

zbMATH Keywords

change of speedlocal timespeed measurestochastic calculus

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

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