Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Characterising One-Dimensional Diffusions using Stochastic Calculus - MaRDI portal

Characterising One-Dimensional Diffusions using Stochastic Calculus

From MaRDI portal

Publication:3757099

Jump to:navigation, search

DOI10.1112/BLMS/19.2.183zbMath0621.60082OpenAlexW2002747122MaRDI QIDQ3757099

L. C. G. Rogers

Publication date: 1987

Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/blms/19.2.183

zbMATH Keywords

stochastic calculus local time speed measure change of speed

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

This page was built for publication: Characterising One-Dimensional Diffusions using Stochastic Calculus

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3757099&oldid=17294471"