On driftless one-dimensional sdes with time-dependent diffusion coefficients (Q4719385)
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scientific article; zbMATH DE number 1383852
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| English | On driftless one-dimensional sdes with time-dependent diffusion coefficients |
scientific article; zbMATH DE number 1383852 |
Statements
On driftless one-dimensional sdes with time-dependent diffusion coefficients (English)
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22 October 2000
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time-dependent diffusion
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monotone approximation
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Krylov's inequality
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pure martingale
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martingale representation property
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time change
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0.8693246841430664
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0.8462285995483398
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0.8405591249465942
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