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Markov solutions of stochastic differential equations

✍ Scribed by Philip Protter


Publisher
Springer
Year
1977
Tongue
English
Weight
921 KB
Volume
41
Category
Article
ISSN
1432-2064

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πŸ“œ SIMILAR VOLUMES


Strong Markov Continuous Local Martingal
✍ H. J. Engelbert; W. Schmidt πŸ“‚ Article πŸ“… 1989 πŸ› John Wiley and Sons 🌐 English βš– 944 KB

The main purpose of the present paper is to investigate the connection between strong MARKOV continuous local martingales and solutions of one-dimensional stochastic differential equations driven by a WIENER process. Thus this paper contributes to the general problem to clarify the structure of MAB