scientific article
From MaRDI portal
Publication:3997838
zbMath0772.60041MaRDI QIDQ3997838
David Nualart, René A. Carmona
Publication date: 17 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
semimartingalesstochastic differential equationsstochastic flowsnonlinear integratorscontinuity properties
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Stochastic integrals (60H05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (9)
Diffusions with singular drift related to wave functions ⋮ The Riemann approach to stochastic integration using non-uniform meshes ⋮ Perfect cocycles through stochastic differential equations ⋮ Ramsey rule with forward/backward utility for long-term yield curves modeling ⋮ First-order linear Marcus SPDEs ⋮ Financial markets with a large trader ⋮ The Lévy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups ⋮ Martingale decomposition of an L2 space with nonlinear stochastic integrals ⋮ Application of Malliavin calculus to a class of stochastic differential equations
This page was built for publication:
