Strong Markov Local Dirichlet Processes and Stochastic Differential Equations
โ Scribed by Engelbert, H. J.; Wolf, J.
- Book ID
- 118227051
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1999
- Tongue
- English
- Weight
- 299 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0040-585X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. To date exact formulas for the Lyapunov exponent, the criteria for the moment and almost sure sta
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