Remarks on the equation dXt = σ(Xt)dBt.

Youssef Ouknine

Extracta Mathematicae (1991)

  • Volume: 6, Issue: 2-3, page 163-165
  • ISSN: 0213-8743

Abstract

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Nous détérminons un intervalle ]a,b[ tel que si l'équation stochastiqueXt = x + ∫0t σ(Xs)dBsadmet une solution faible non trivialle alors la restriction de σ à cet intervalle ne peut s'annuler sur un ensemble de mesure de Lebesgue strictement positive.

How to cite

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Ouknine, Youssef. "Remarques sur l'équation dXt = σ(Xt)dBt.." Extracta Mathematicae 6.2-3 (1991): 163-165. <http://eudml.org/doc/39944>.

@article{Ouknine1991,
author = {Ouknine, Youssef},
journal = {Extracta Mathematicae},
keywords = {Ecuaciones diferenciales estocásticas; Proceso de difusión},
language = {fre},
number = {2-3},
pages = {163-165},
title = {Remarques sur l'équation dXt = σ(Xt)dBt.},
url = {http://eudml.org/doc/39944},
volume = {6},
year = {1991},
}

TY - JOUR
AU - Ouknine, Youssef
TI - Remarques sur l'équation dXt = σ(Xt)dBt.
JO - Extracta Mathematicae
PY - 1991
VL - 6
IS - 2-3
SP - 163
EP - 165
LA - fre
KW - Ecuaciones diferenciales estocásticas; Proceso de difusión
UR - http://eudml.org/doc/39944
ER -

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