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
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