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A NOTE ON THE HARRISON-SHEPP STOCHASTIC EQUATION

A NOTE ON THE HARRISON-SHEPP STOCHASTIC EQUATION DEMONSTRATIO MATHEMATICAVol. XVIINo }1914Marek RutkowskiA NOTE ON THE HARRISON-SHEPP STOCHASTIC EQUATIONI n t h e i r r e c e n t work J . M . H a r r i s o n and L.A.Shepp \_2~\ c o n s i d e r a s t o c h a s t i c e q u a t i o n whioh i n c l u d e s i n p a r t i c u l a r t h eloo a l tinte a t t h e point 0 of a se aimer t i n g a l e . Por ' h i s e q u a t i o n they g i v e a s u f f i c i e n t and n e c e s s a r y c o n d i t i o n s f o r t h ee x i s t e n c e of a unique s t r i o t s o l u t i o n · Moreover they i d e n http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Demonstratio Mathematica de Gruyter

A NOTE ON THE HARRISON-SHEPP STOCHASTIC EQUATION

Rutkowski, Marek
Demonstratio Mathematica , Volume 17 (3): 8 – Jul 1, 1984
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Publisher
de Gruyter
Copyright
© by Marek Rutkowski
ISSN
0420-1213
eISSN
2391-4661
DOI
10.1515/dema-1984-0302
Publisher site
See Article on Publisher Site

Abstract

DEMONSTRATIO MATHEMATICAVol. XVIINo }1914Marek RutkowskiA NOTE ON THE HARRISON-SHEPP STOCHASTIC EQUATIONI n t h e i r r e c e n t work J . M . H a r r i s o n and L.A.Shepp \_2~\ c o n s i d e r a s t o c h a s t i c e q u a t i o n whioh i n c l u d e s i n p a r t i c u l a r t h eloo a l tinte a t t h e point 0 of a se aimer t i n g a l e . Por ' h i s e q u a t i o n they g i v e a s u f f i c i e n t and n e c e s s a r y c o n d i t i o n s f o r t h ee x i s t e n c e of a unique s t r i o t s o l u t i o n · Moreover they i d e n

Journal

Demonstratio Mathematica – de Gruyter

Published: Jul 1, 1984

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