On driftless one-dimensional sdes with time-dependent diffusion coefficients (Q4719385)
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scientific article; zbMATH DE number 1383852
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On driftless one-dimensional sdes with time-dependent diffusion coefficients |
scientific article; zbMATH DE number 1383852 |
Statements
On driftless one-dimensional sdes with time-dependent diffusion coefficients (English)
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22 October 2000
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time-dependent diffusion
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monotone approximation
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Krylov's inequality
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pure martingale
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martingale representation property
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time change
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