On linear stochastic equations of optional semimartingales and their applications
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Publication:2407789
DOI10.1016/j.spl.2017.02.014zbMath1377.60067OpenAlexW2591503830MaRDI QIDQ2407789
Mohamed N. Abdelghani, Alexander V. Melnikov
Publication date: 6 October 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2017.02.014
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48)
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