No label defined (Q3862204)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1979
0 references
multidimensional diffusion processes
0 references
martingale approach
0 references
stochastic differential equation
0 references
limit theorems
0 references
Cameron-Martin-Girsanov formula
0 references
stochastic control and filtering
0 references