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Weak solution for stochastic differential equations with terminal conditions - MaRDI portal

Weak solution for stochastic differential equations with terminal conditions (Q2503862)

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Weak solution for stochastic differential equations with terminal conditions
scientific article

    Statements

    title
    Weak solution for stochastic differential equations with terminal conditions (English)
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    publication date
    22 September 2006
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    zbMATH Keywords
    strong solution
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    Novikov condition
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    author
    Qing Quan Lin
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    Identifiers

    zbMATH DE Number
    5055864
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