首页   按字顺浏览 期刊浏览 卷期浏览 Skew brownian motion and a one dimensional stochastic differential equation
Skew brownian motion and a one dimensional stochastic differential equation

 

作者: M. T. Barlow,  

 

期刊: Stochastics  (Taylor Available online 1988)
卷期: Volume 25, issue 1  

页码: 1-2

 

ISSN:0090-9491

 

年代: 1988

 

DOI:10.1080/17442508808833528

 

出版商: Gordon and Breach Science Publishers, Inc

 

关键词: Pathwise uniqueness;stochastic differential equation

 

数据来源: Taylor

 

摘要:

It is shown that, if a and b are strictly positive, then the SDEhas nomeasurable solution

 

点击下载:  PDF (210KB)



返 回