Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries

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Publication:5877093

DOI10.1088/1751-8121/abef7fOpenAlexW3164487052MaRDI QIDQ5877093

Stefania Ugolini, Francesco C. De Vecchi, Paola Morando

Publication date: 3 February 2023

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.08986




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