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1982

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/7623

A singular stochastic integral equation

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http://doi.org/10.1090/S0002-9939-1982-0663883-5

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.

Subject

Anàlisi estocàstica, Integrals estocàstiques

Subject (English)

Stochastic analysis, Stochastic integrals

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Articles publicats en revistes (Física Quàntica i Astrofísica)

Citation

NUALART, David and SANZ-SOLÉ, Marta. A singular stochastic integral equation. Proceedings of the American Mathematical Society. 1982. Vol. 86, num. 1, pags. 139-142. ISSN 1088-6826. [consulted: 15 of June of 2026]. Available at: https://hdl.handle.net/2445/7623

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