Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries (Q5877093)
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scientific article; zbMATH DE number 7649168
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries |
scientific article; zbMATH DE number 7649168 |
Statements
Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries (English)
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3 February 2023
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Lie's symmetry analysis
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stochastic differential equations
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Girsanov transform
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Doob's h-transform
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integration by quadratures
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