A stochastic equation for the distribution law of diffusion type processes (Q4416148)
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scientific article; zbMATH DE number 1961238
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic equation for the distribution law of diffusion type processes |
scientific article; zbMATH DE number 1961238 |
Statements
7 August 2003
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Radon-Nikodym derivative
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diffusion type process
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Markov dilation operation
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forward Kolmogorov equation
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Girsanov density
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Wiener process
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A stochastic equation for the distribution law of diffusion type processes (English)
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