scientific article; zbMATH DE number 6379264

MaRDI QIDQ2933267zbMATH OpenFDO

Authors M. M. Osypchuk, M.Ī. Portenko

Publication date 10 December 2014

zbMATH Keywords

Cameron-Martin formulaOrnstein-Uhlenbeck processWiener process

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Diffusion processes (60J60)

Cited in

(1)

• An extremum problem for some class of Brownian motions with drifts

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