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A singular stochastic integral equation
| dc.contributor.author | Nualart, David | |
| dc.contributor.author | Sanz, Marta | |
| dc.date.accessioned | 2015-03-12T16:46:13Z | |
| dc.date.available | 2015-03-12T16:46:13Z | |
| dc.date.issued | 1982-03-05 | |
| dc.identifier.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. | en_US |
| dc.identifier.uri | http://hdl.handle.net/1808/17068 | |
| dc.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. | en_US |
| dc.description.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. | en_US |
| dc.publisher | American Mathematical Society | en_US |
| dc.subject | Stochastic integral | en_US |
| dc.subject | Stochastic differential equations | en_US |
| dc.subject | (local) martingale | en_US |
| dc.title | A singular stochastic integral equation | en_US |
| dc.type | Article | |
| kusw.kuauthor | Nualart, David | |
| kusw.kudepartment | Mathematics | en_US |
| dc.identifier.doi | 10.1090/S0002-9939-1982-0663883-5 | |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item does not meet KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess |
