Symmetries of stochastic differential equations using Girsanov transformations (Q5061292)
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scientific article; zbMATH DE number 7641152
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Symmetries of stochastic differential equations using Girsanov transformations |
scientific article; zbMATH DE number 7641152 |
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Symmetries of stochastic differential equations using Girsanov transformations (English)
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12 January 2023
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stochastic differential equations
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Kolmogorov equation
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Girsanov transformations
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Doob h-transforms
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Lie symmetry analysis
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