Nualart, David, 1951-Sanz-Solé, Marta2009-04-062009-04-0619821088-6826https://hdl.handle.net/2445/7623This 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.5 p.application/pdfeng(c) American Mathematical Society, 1982Anàlisi estocàsticaIntegrals estocàstiquesStochastic analysisStochastic integralsinfo:eu-repo/semantics/article5852info:eu-repo/semantics/openAccess