Some properties of solutions of stochastic differential equations driven by semi-martingales (Q4416150)
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scientific article; zbMATH DE number 1961240
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| English | Some properties of solutions of stochastic differential equations driven by semi-martingales |
scientific article; zbMATH DE number 1961240 |
Statements
Some properties of solutions of stochastic differential equations driven by semi-martingales (English)
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7 August 2003
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Brownian motion
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stochastic integral
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stochastic differential equation
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semimartingale
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exponential martingale
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0.7427922
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0.7277899
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0.7186281
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0.71509975
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0.71398085
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