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CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS - MaRDI portal

CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS (Q4704828)

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scientific article; zbMATH DE number 1370091
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CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS
scientific article; zbMATH DE number 1370091

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    CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS (English)
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    18 December 2000
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    stochastic differential equation
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    semimartingale
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    existence and uniqueness theorem
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