Remarks on the equation \(dX_t=a(X_t)dB_t\). (Q1151667)
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scientific article; zbMATH DE number 3718292
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| English | Remarks on the equation \(dX_t=a(X_t)dB_t\). |
scientific article; zbMATH DE number 3718292 |
Statements
Remarks on the equation \(dX_t=a(X_t)dB_t\). (English)
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1981
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time change
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local martingale
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