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Solution of stochastic differential equations by random time change

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References

  1. H. Kunite andS. Watanabe, On square integrable martingales, Nagoya Math. J.30 (1967), 209–245.

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  4. M. P. Yershov, On stochastic equations, Proc. 2nd Japan-USSR Symp. on Probability Th. Vol. 330 of Lecture notes in Math. Springer 1973, 527–530.

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Authors and Affiliations

  1. Department of Mathematics, Kyoto University, Kyoto, Japan

    Shinzo Watanabe

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  1. Shinzo Watanabe
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Watanabe, S. Solution of stochastic differential equations by random time change. Appl Math Optim 2, 90–96 (1975). https://doi.org/10.1007/BF01458197

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  • DOI: https://doi.org/10.1007/BF01458197

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