Different types of spdes in the eyes of girsanov's theorem
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Publication:4215900
DOI10.1080/07362999808809562zbMath0930.60043OpenAlexW2091006616MaRDI QIDQ4215900
Publication date: 31 January 2000
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999808809562
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Cites Work
- Martingale measures and stochastic calculus
- An infinite dimensional stochastic differential equation with state space C(\({\mathbb{R}})\)
- One dimensional stochastic partial differential equations and the branching measure diffusion
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