Remarks on the equation \(dX_t=a(X_t)dB_t\).

DOI10.1016/0304-4149(81)90034-XzbMath0458.60059OpenAlexW2033279622MaRDI QIDQ1151667

Henryk Gzyl, Cristina Betz

Publication date: 1981

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(81)90034-x

zbMATH Keywords

time changelocal martingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

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