Semimartingale Functions of a Class of Diffusion Processes
From MaRDI portal
Publication:2752960
DOI10.1137/S0040585X97978282zbMath0979.60067MaRDI QIDQ2752960
Publication date: 22 October 2001
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Related Items (6)
Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs ⋮ A probabilistic method of solving Lobachevsky's functional equation ⋮ Martingale transformations of Brownian motion with application to functional equations ⋮ On martingale transformations of multidimensional Brownian motion ⋮ Backward stochastic partial differential equations related to utility maximization and hedging ⋮ Functional equations and martingales
This page was built for publication: Semimartingale Functions of a Class of Diffusion Processes
