scientific article

zbMATH Open0638.60065MaRDI QIDQ4039796FDOQ4039796

Ioannis Karatzas, Steven Shreve

Publication date: 5 June 1993

Title of this publication is not available (Why is that?)

zbMATH Keywords

Brownian motionFeynman-Kac formulalocal timeGirsanov theoremHaar functionsmartingale problemcomparison of solutionsStochastic differential equationsDoob- Meyer decompositionsemimartingales related to the Brownian motion

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Brownian motion (60J65) Local time and additive functionals (60J55) Stochastic analysis (60Hxx)

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