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Girsanov theorem for stochastic flows with interaction - MaRDI portal

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Girsanov theorem for stochastic flows with interaction (Q3076379)

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scientific article
Language Label Description Also known as
English
Girsanov theorem for stochastic flows with interaction
scientific article

    Statements

    title
    Girsanov theorem for stochastic flows with interaction (English)
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    author
    T. V. Malovichko
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    publication date
    22 February 2011
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    zbMATH Keywords
    Girsanov theorem
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    stochastic flow
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    Wiener sheet
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    stochastic differential equation
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    interaction
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    Identifiers

    zbMATH DE Number
    5856254
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    OpenAlex ID
    W2039667968
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