A singular stochastic integral equation

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dc.contributor	Universitat de Barcelona
dc.contributor.author	Nualart, David, 1951-
dc.contributor.author	Sanz, Marta
dc.date	2009-04-06T07:56:56Z
dc.date	2009-04-06T07:56:56Z
dc.date	1982
dc.identifier.citation	1088-6826
dc.identifier.citation	5852
dc.identifier.uri	http://hdl.handle.net/2445/7623
dc.format	5 p.
dc.format	application/pdf
dc.language.iso	eng
dc.publisher	American Mathematical Society
dc.relation	Reproducció digital del document publicat a: http://doi.org/10.1090/S0002-9939-1982-0663883-5
dc.relation	Proceedings of the American Mathematical Society, 1982, vol. 86, núm. 1, p. 139-142.
dc.relation	http://doi.org/10.1090/S0002-9939-1982-0663883-5
dc.rights	(c) American Mathematical Society, 1982
dc.rights	info:eu-repo/semantics/openAccess
dc.subject	Anàlisi estocàstica
dc.subject	Integrals estocàstiques
dc.subject	Stochastic analysis
dc.subject	Stochastic integral
dc.title	A singular stochastic integral equation
dc.type	info:eu-repo/semantics/article
dc.type	info:eu-repo/semantics/publishedVersion
dc.description.abstract	This note is devoted to the discussion of the stochastic differential equation $ XdX + YdY = 0$, $ X$ and $ Y$ being continuous local martingales. A method to construct solutions of this equation is given.