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Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/7623
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dc.contributor.authorNualart, David, 1951-cat
dc.contributor.authorSanz-Solé, Martacat
dc.date.accessioned2009-04-06T07:56:56Z-
dc.date.available2009-04-06T07:56:56Z-
dc.date.issued1982cat
dc.identifier.issn1088-6826cat
dc.identifier.urihttp://hdl.handle.net/2445/7623-
dc.description.abstractThis note is devoted to the discussion of the stochastic differential equation $ XdX + YdY = 0$, $ X$ and $ Y$ being continuous local martingales. A method to construct solutions of this equation is given.-
dc.format.extent5 p.cat
dc.format.mimetypeapplication/pdfeng
dc.language.isoengeng
dc.publisherAmerican Mathematical Societycat
dc.relation.isformatofReproducció digital del document publicat a: http://doi.org/10.1090/S0002-9939-1982-0663883-5cat
dc.relation.ispartofProceedings of the American Mathematical Society, 1982, vol. 86, núm. 1, p. 139-142.cat
dc.relation.urihttp://doi.org/10.1090/S0002-9939-1982-0663883-5-
dc.rights(c) American Mathematical Society, 1982cat
dc.sourceArticles publicats en revistes (Física Quàntica i Astrofísica)-
dc.subject.classificationAnàlisi estocàsticacat
dc.subject.classificationIntegrals estocàstiquescat
dc.subject.otherStochastic analysiseng
dc.subject.otherStochastic integralseng
dc.titleA singular stochastic integral equationeng
dc.typeinfo:eu-repo/semantics/articleeng
dc.typeinfo:eu-repo/semantics/publishedVersion-
dc.identifier.idgrec5852cat
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess-
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