Comparison of multidimensional diffusion processes

DOI10.1080/07362999808809527zbMath1002.60570OpenAlexW2091627891MaRDI QIDQ4395788

Pierre R. Bertrand

Publication date: 9 January 2003

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

Full work available at URL: https://doi.org/10.1080/07362999808809527

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites Work

• White noise driven SPDEs with reflection
• On stochastic equations with respect to semimartingales I.^†
• Unnamed Item

This page was built for publication: Comparison of multidimensional diffusion processes