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Symmetries of Stochastic Differential Equations using Girsanov transformations - MaRDI portal

Symmetries of Stochastic Differential Equations using Girsanov transformations (Q6322612)

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scientific article; zbMATH DE number 7641152
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Symmetries of Stochastic Differential Equations using Girsanov transformations
scientific article; zbMATH DE number 7641152

    Statements

    publication date
    24 July 2019
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    arXiv classification
    math.PR
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    math-ph
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    math.MP
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    author
    Francesco C. De Vecchi
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    Paola Morando
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    Stefania Ugolini
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    Identifiers

    arXiv ID
    1907.10332
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    Mathematics Subject Classification ID
    60H10
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    60H30
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    70H33
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    zbMATH DE Number
    7641152
    0 references
     
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