Korean Journal of Mathematics
- 제6권2호
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- Pages.259-279
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- 1998
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- 1976-8605(pISSN)
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- 2288-1433(eISSN)
BACKWARD SELF-SIMILAR STOCHASTIC PROCESSES IN STOCHASTIC DIFFERENTIAL EQUATIONS
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Oh, Jae-Pill
(Department of Mathematics Kangwon National University)
- 투고 : 1998.06.30
- 발행 : 1998.09.15
초록
For the forward-backward semimartingale, we can define the backward semimartingale flow which is generated by the backward canonical stochastic differential equation. Therefore, we define the backward self-similar stochastic processes, and we study the backward self-similar stochastic flows through the canonical stochastic differential equations.