Remarks on the equation \(dX_t=a(X_t)dB_t\).
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Publication:1151667
DOI10.1016/0304-4149(81)90034-XzbMath0458.60059MaRDI QIDQ1151667
Publication date: 1981
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
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