Karandikar , Rajeeva L. (1981) Pathwise solutions of Stochastic differential equations Sankhya: The Indian Journal of Statistics, Series A, 43 (2). pp. 121-132. ISSN 0972-7671
Full text not available from this repository.
Official URL: http://www.jstor.org/pss/25050265
Abstract
A formula for evaluating pathwise, the solution to a stochastic differential equation with continuous semimartingale differentials is obtained under the usual lipschitz condition on the coefficients. As an application of this result, a formula for the natural increasing process associated with a continuous local martingale is obtained.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Indian Statistical Institute. |
| ID Code: | 73333 |
| Deposited On: | 02 Dec 2011 08:16 |
| Last Modified: | 02 Dec 2011 08:19 |
Repository Staff Only: item control page
