A singular stochastic integral equation

View/ Open
Issue Date
1982-03-05Author
Nualart, David
Sanz, Marta
Publisher
American Mathematical Society
Type
Article
Article Version
Scholarly/refereed, publisher version
Metadata
Show full item recordAbstract
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.
Collections
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.
Items in KU ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
We want to hear from you! Please share your stories about how Open Access to this item benefits YOU.