scientific article
From MaRDI portal
Publication:3477773
zbMath0699.60075MaRDI QIDQ3477773
Publication date: 1990
Full work available at URL: http://www.numdam.org/item?id=SPS_1990__24__227_0
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)
Related Items
Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading ⋮ A Shorokhod problem with singular drift and its application to the origin of universes ⋮ On measure solutions of backward stochastic differential equations ⋮ Some Brownian functionals and their laws ⋮ On some Fourier aspects of the construction of certain Wiener integrals ⋮ Financial markets with a large trader ⋮ Noncanonical representation with an infinite-dimensional orthogonal complement ⋮ Equivalence of Volterra processes: Degenerate case ⋮ Conditioned stochastic differential equations: theory, examples and application to finance. ⋮ A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter ⋮ A parallel between Brownian bridges and gamma bridges ⋮ Generalized Gaussian bridges ⋮ Further results on some singular linear stochastic differential equations ⋮ Canonical Representation for Gaussian Processes
