Functionals of diffusion processes as stochastic integrals (Q3859043)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Functionals of diffusion processes as stochastic integrals
scientific article

    Statements

    Functionals of diffusion processes as stochastic integrals (English)
    0 references
    0 references
    1980
    0 references
    stochastic integrals
    0 references
    martingale representation
    0 references
    stochastic differential equation
    0 references

    Identifiers