Right and Left Matrix-Valued Stochastic Exponentials and Explicit Solutions to Systems of SDEs

DOI10.1080/07362994.2011.610160zbMath1235.60072OpenAlexW2044720862MaRDI QIDQ3119087

Liqing Yan

Publication date: 7 March 2012

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

Full work available at URL: https://doi.org/10.1080/07362994.2011.610160

zbMATH Keywords

stochastic exponentialsSDEsquadratic variation processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Cites Work

• Stochastic differential equations. An introduction with applications.
• Unnamed Item

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