scientific article
From MaRDI portal
Publication:4002114
zbMath0734.60060MaRDI QIDQ4002114
Ioannis Karatzas, Steven E. Shreve
Publication date: 18 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brownian motionstochastic differential equationslocal timeFeynman-Kac formulaGirsanov theoremmartingale problemHaar functionscomparison of solutionsDoob- Meyer decompositionsemimartingales related to the Brownian motion
Brownian motion (60J65) Local time and additive functionals (60J55) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Lua error: not enough memory.
