Remarks on the equation \(dX_t=a(X_t)dB_t\). (Q1151667)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Remarks on the equation \(dX_t=a(X_t)dB_t\). |
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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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