On the existence and uniqueness of a solution of a linear stochastic differential equation with respect to a logarithmic process (Q3843075)
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scientific article; zbMATH DE number 1194385
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| English | On the existence and uniqueness of a solution of a linear stochastic differential equation with respect to a logarithmic process |
scientific article; zbMATH DE number 1194385 |
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On the existence and uniqueness of a solution of a linear stochastic differential equation with respect to a logarithmic process (English)
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24 August 1998
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stochastic differential equation
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logarithmic process
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conditional mathematical expectation
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partial differential equation
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0.7887206673622131
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0.7793309092521667
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