A Singular Stochastic Integral Equation

DOI10.2307/2044413zbMath0505.60076OpenAlexW4235594336MaRDI QIDQ4742100

David Nualart, Marta Sanz-Solé

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/2044413

zbMATH Keywords

stochastic differential equation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (2)

Different kinds of two-parameter martingales ⋮ A property of two-parameter martingales with path-independent variation

Cites Work

• Conformal martingales
• The Bessel motion and a singular integral equation
• Unnamed Item

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