A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
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Publication:5966836
DOI10.1070/SM1974v022n01ABEH001689zbMath0306.60049OpenAlexW2044833311MaRDI QIDQ5966836
Publication date: 1975
Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/sm1974v022n01abeh001689
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)
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