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http://hdl.handle.net/2445/7623| Title: | A singular stochastic integral equation |
| Author: | Nualart, David, 1951- Sanz-Solé, Marta |
| Keywords: | Anàlisi estocàstica Integrals estocàstiques Stochastic analysis Stochastic integrals |
| Issue Date: | 1982 |
| Publisher: | American Mathematical Society |
| Abstract: | This 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. |
| Note: | Reproducció digital del document publicat a: http://doi.org/10.1090/S0002-9939-1982-0663883-5 |
| It is part of: | Proceedings of the American Mathematical Society, 1982, vol. 86, núm. 1, p. 139-142. |
| URI: | http://hdl.handle.net/2445/7623 |
| Related resource: | http://doi.org/10.1090/S0002-9939-1982-0663883-5 |
| ISSN: | 1088-6826 |
| Appears in Collections: | Articles publicats en revistes (Física Quàntica i Astrofísica) |
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