A comparison theorem for stochastic differential equations under the Novikov condition (Q471045)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison theorem for stochastic differential equations under the Novikov condition |
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A comparison theorem for stochastic differential equations under the Novikov condition (English)
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13 November 2014
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stochastic differential equations
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Girsanov theorem
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Novikov condition
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convex envelope
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comparison theorems
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