On the existence and uniqueness of a solution of a linear stochastic differential equation with respect to a logarithmic process (Q3843075)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence and uniqueness of a solution of a linear stochastic differential equation with respect to a logarithmic process |
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On the existence and uniqueness of a solution of a linear stochastic differential equation with respect to a logarithmic process (English)
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24 August 1998
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stochastic differential equation
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logarithmic process
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conditional mathematical expectation
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partial differential equation
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