On the existence and uniqueness of a solution of a linear stochastic differential equation with respect to a logarithmic process

DOI10.1007/BF02513440zbMath0941.60078WikidataQ115392094 ScholiaQ115392094MaRDI QIDQ3843075

Andrey Yu. Pilipenko

Publication date: 24 August 1998

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationpartial differential equationconditional mathematical expectationlogarithmic process

Mathematics Subject Classification ID

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

This page was built for publication: On the existence and uniqueness of a solution of a linear stochastic differential equation with respect to a logarithmic process