On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales (Q6110566)
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scientific article; zbMATH DE number 7721296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales |
scientific article; zbMATH DE number 7721296 |
Statements
On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales (English)
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2 August 2023
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Burkholder-Davis-Gundy inequalities
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instant enforcement
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model-free martingales
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stochastic differential equations
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