Some applications of Girsanov's theorem to the theory of stochastic differential inclusions (Q4824706)
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scientific article; zbMATH DE number 2113243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some applications of Girsanov's theorem to the theory of stochastic differential inclusions |
scientific article; zbMATH DE number 2113243 |
Statements
Some applications of Girsanov's theorem to the theory of stochastic differential inclusions (English)
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1 November 2004
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stochastic process
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stochastic differential inclusion
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weak solution
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existence theorem
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convexity
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