A singular stochastic integral equation

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Title:	A singular stochastic integral equation
Author:	Nualart, David, 1951-; Sanz, Marta
Other authors:	Universitat de Barcelona
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.
Subject(s):	-Anàlisi estocàstica -Integrals estocàstiques -Stochastic analysis -Stochastic integral
Rights:	(c) American Mathematical Society, 1982
Document type:	Article Article - Published version
Published by:	American Mathematical Society
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