No label defined (Q4039796)

From MaRDI portal
scientific article
Language Label Description Also known as
English
No label defined
scientific article

    Statements

    0 references
    0 references
    5 June 1993
    0 references
    Brownian motion
    0 references
    semimartingales related to the Brownian motion
    0 references
    Doob- Meyer decomposition
    0 references
    Haar functions
    0 references
    Girsanov theorem
    0 references
    local time
    0 references
    Feynman-Kac formula
    0 references
    Stochastic differential equations
    0 references
    comparison of solutions
    0 references
    martingale problem
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references