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On the existence and uniqueness of a solution of a linear stochastic differential equation with respect to a logarithmic process

We study the problem of existence and uniqueness of a solution of a linear stochastic differential equation with respect to a logarithmic process. For the conditional mathematical expectation of a solution, we obtain a partial differential equation.

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Datum:	1997
Hauptverfasser:	Pilipenko, A. Yu., Пилипенко, А. Ю.
Format:	Artikel
Sprache:	Russisch Englisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 1997
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/5075
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Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
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