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Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part I)
Author(s) -
Engelbert H. J.,
Schmidt W.
Publication year - 1989
Publication title -
mathematische nachrichten
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 50
eISSN - 1522-2616
pISSN - 0025-584X
DOI - 10.1002/mana.19891430115
Subject(s) - mathematics , semimartingale , stochastic differential equation , mathematical economics , markov chain , combinatorics , calculus (dental) , statistics , medicine , dentistry