Resolution of the skew Brownian motion equations with stochastic calculus for signed measures (Q5859957)
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scientific article; zbMATH DE number 7429242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Resolution of the skew Brownian motion equations with stochastic calculus for signed measures |
scientific article; zbMATH DE number 7429242 |
Statements
Resolution of the skew Brownian motion equations with stochastic calculus for signed measures (English)
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18 November 2021
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stochastic calculus for signed measures
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skew Brownian motion
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class \(\Sigma (H)\)
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relative martingales
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honest time
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zeros of continuous martingales
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