Thumbnail Image
Publication

A singular stochastic integral equation

Nualart, David
; 
Sanz, Marta
Citations
Altmetric:
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.
Description
This is the published version, also available here: http://dx.doi.org/10.1090/S0002-9939-1982-0663883-5. First published in Proc. Amer. Math. Soc. in 1982, published by the American Mathematical Society.
Date
1982-03-05
Journal Title
Journal ISSN
Volume Title
Publisher
American Mathematical Society
Collections
Mathematics Scholarly Works
Archive Status
This item contains archived web content.
Show all metadata
Files
Thumbnail Image
NualartD_PAMS_1982(86)139.pdf
Adobe PDF, 344.88 KB
Research Projects
Organizational Units
Journal Issue
Keywords
Stochastic integral, Stochastic differential equations, (local) martingale
Citation
Nualart, David & Sanz, Marta. "A singular stochastic integral equation." Proc. Amer. Math. Soc. 86 (1982), 139-142. http://dx.doi.org/10.1090/S0002-9939-1982-0663883-5.
URI
https://hdl.handle.net/1808/17068
DOI
10.1090/S0002-9939-1982-0663883-5
Published Version
Embedded videos