Analytical solutions for stochastic differential equations via martingale processes
type: Item
instance of: scholarly article
title: Analytical solutions for stochastic differential equations via martingale processes
zbMATH Open document ID: 1407.60080
author: Hamidreza Rezazadeh
author: Amirhossein Sobhani
author: Maryam Behboudi
author: Rahman Farnoosh
published in: Mathematical Sciences
publication date: 2018-11-02T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 6971491
zbMATH Keywords: martingale process
zbMATH Keywords: Itô formula
zbMATH Keywords: change of variable
zbMATH Keywords: differentiable process
zbMATH Keywords: analytical solution
MaRDI profile type: Publication
full work available at URL: s40096-015-0153-x
OpenAlex ID: W572622356
Wikidata QID: Q59431662
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cites work: On explicit solutions to stochastic differential equations
cites work: Multitime differentiable stochastic processes, diffusion PDEs, Tzitzeica hypersurfaces
cites work: An introduction to stochastic differential equations
cites work: Q5585820
DOI: 10.1007/S40096-015-0153-X
description: scientific article; zbMATH DE number 6971491