Occupation densities of stratonovitch stochastic differential equations with boundary conditions (Q4286669)
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scientific article; zbMATH DE number 541498
Language | Label | Description | Also known as |
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English | Occupation densities of stratonovitch stochastic differential equations with boundary conditions |
scientific article; zbMATH DE number 541498 |
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Occupation densities of stratonovitch stochastic differential equations with boundary conditions (English)
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20 September 1994
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anticipative stochastic calculus
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Stratonovich equation with boundary condition
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semimartingale theory
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moduli of continuity
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occupation density
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