DOI10.1007/BF00970830zbMath0727.60055OpenAlexW2094112495MaRDI QIDQ803645
Vigirdas Mackevičius
Publication date: 1990 Published in: Lithuanian Mathematical Journal (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1007/bf00970830
zbMATH Keywords
Brownian motionsemimartingalesmultidimensional stochastic differential equations
Mathematics Subject Classification ID
Generalizations of martingales (60G48) Stochastic integrals (60H05)
Cites Work