scientific article; zbMATH DE number 3969794

MaRDI QIDQ3736643zbMATH OpenFDO

Authors

Publication date 1986

zbMATH Keywords

two-parameter Brownian motiongrowth conditionstrong martingalescontinuity hypothesistwo-parameter non-Markovian stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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