The unique solution of stochastic differential equations
From MaRDI portal
Abstract: The solutions of stochastic differential equations without an external drift are stochastically invariant under time reversal. This singles out the "anti-Ito" integral.
This page was built for publication: The unique solution of stochastic differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6244237)
