On near-martingales and a class of anticipating linear stochastic differential equations (Q6616133)
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scientific article; zbMATH DE number 7923760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On near-martingales and a class of anticipating linear stochastic differential equations |
scientific article; zbMATH DE number 7923760 |
Statements
On near-martingales and a class of anticipating linear stochastic differential equations (English)
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8 October 2024
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stochastic differential equations
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near-martingales
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anticipating integrals
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large deviations
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optional stopping theorem
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