{"entities":{"Q1950378":{"pageid":1961120,"ns":120,"title":"Item:Q1950378","lastrevid":57634764,"modified":"2026-03-31T17:09:56Z","type":"item","id":"Q1950378","labels":{"en":{"language":"en","value":"Can time-homogeneous diffusions produce any distribution?"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6162380"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$16898663-1078-408E-B45D-F69ACBD52C66","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"4ec96ad038e672b8809afda30238fceff4a40edf","datavalue":{"value":{"text":"Can time-homogeneous diffusions produce any distribution?","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1950378$29373B8F-3F8A-4277-85FA-88A967D8E4DC","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"fb935a4705705c1e0b94c2e2976f4e01460cda26","datavalue":{"value":"1276.60085","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1950378$62B2F5E1-3D0C-4883-ADB9-45714AB4CFBA","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"2629f37a8b462d1d76b6f67696f38e45fe891118","datavalue":{"value":{"entity-type":"item","numeric-id":350711,"id":"Q350711"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$389446B0-953C-4D8B-A957-3EC7CBCF2B1F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"6b1bc8ff86b0d611198f37c7482e397c444188a5","datavalue":{"value":{"entity-type":"item","numeric-id":1265765,"id":"Q1265765"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$331855FA-790D-4FB7-9593-BDAD37A0D27A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"069e814aa734681bf0a12485160cdb2936fe3e2f","datavalue":{"value":{"entity-type":"item","numeric-id":173690,"id":"Q173690"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$4D534646-88B6-4C26-BB96-C89A27752A0F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"29902981b0dbc42aec545135a2f877ed3126befa","datavalue":{"value":{"entity-type":"item","numeric-id":627248,"id":"Q627248"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$13C0FCB4-0B9C-4CD6-83DF-2144DFF99F7D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f1c659f2d5db271689f4e9c1eeccc577d11f193f","datavalue":{"value":{"time":"+2013-05-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1950378$80312835-9568-4CD4-A853-81073958BB60","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"9db5b85e9f0528e0fb7473245b72a018bffb564b","datavalue":{"value":"https://arxiv.org/abs/1103.4371","type":"string"},"datatype":"url"},"type":"statement","id":"Q1950378$0F4E18AF-9F1F-4D7F-9F42-9D87526CE23F","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"ccb33fd0b1765a26bacd70e808a3ed31d2cc6d7e","datavalue":{"value":"A scalar generalized diffusion is constructed by random time change of a scalar Brownian motion which depends on a prescribed non-negative `speed' measure. For a probability measure on line with finite mean, a speed measure can be chosen so that the corresponding generalized diffusion is a martingale whose time one distribution is the given probability measure. The proof is based on a construction for finitely supported speed measures, followed by a limiting argument for the general case. Application to an inverse problem in mathematical finance is given, followed by a characterization of speed measures which lead to generalized diffusions that are local martingales.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1950378$DA89E9F5-A64F-4471-8AC1-1172EB360EA3","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"2823797a7ed5886f5555bd10af24fd0d7821c4f3","datavalue":{"value":"60J60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1950378$A78AAB56-B574-4F62-8170-6520A3E72536","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1950378$A0DFDC45-85AD-42DF-8A92-EADDFD90A0C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1950378$437D6C88-7E01-4F37-88DC-48B221F33A08","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a97d5757b1183397440f4e60f65937024d52f933","datavalue":{"value":"91B25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1950378$F0BAB30E-907D-47C1-B524-69ACB7467143","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"66c09f801e24d76f6bae7383390922074ea12b98","datavalue":{"value":"6162380","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1950378$E96C532B-F555-4BF4-8158-942CE1C304C8","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a2e8587eb2a958f3db3ad041523625121ac7f944","datavalue":{"value":"generalized diffusions","type":"string"},"datatype":"string"},"type":"statement","id":"Q1950378$258CD58F-7268-4C66-B4C6-BE97C4445EC4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"185a2d0bf3a5f143db340e513844cfcce6590eab","datavalue":{"value":"speed measure","type":"string"},"datatype":"string"},"type":"statement","id":"Q1950378$C66F26E0-7160-432B-AE52-DF8B3271D5B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b2c5ce1a7f3bc0b24b00e50d4b6c69fb06cc90d9","datavalue":{"value":"continuous time martingales","type":"string"},"datatype":"string"},"type":"statement","id":"Q1950378$0A0DDAB8-1F38-41A8-9988-1386C988F523","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"13f6d87cb264fe900f2802d54372c612e9940f08","datavalue":{"value":"random time change","type":"string"},"datatype":"string"},"type":"statement","id":"Q1950378$1F381F83-2831-4CC4-8616-5D44621F1D60","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$1DB6DC5B-2EED-4B5F-852D-AA654D75916E","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"35c69ed47f8ad89b629f60ab9329df5bdfbf9f7d","datavalue":{"value":"W2161742545","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1950378$70492EC9-33EE-452B-A49B-5AB4D8FBA6C8","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"82458c7fca43c772877911a8d656a7e00cf72207","datavalue":{"value":{"entity-type":"item","numeric-id":3136738,"id":"Q3136738"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$0C205E49-46D0-4C31-9DBD-48321B4ED633","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c089f3ff8dc50f77942bf7b9d4d3240f3e29ddd4","datavalue":{"value":{"entity-type":"item","numeric-id":2488491,"id":"Q2488491"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$4C4E298A-35B0-4133-B6AE-638F10963BCE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8e111425225f463e255c9dd8851d89cd0a62c900","datavalue":{"value":{"entity-type":"item","numeric-id":1421688,"id":"Q1421688"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$4FD14F2A-FECF-476B-9B5F-19EDEE914DA5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"88ca8014a878d62bb1c184fe1db50c536574bfa4","datavalue":{"value":{"entity-type":"item","numeric-id":549870,"id":"Q549870"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$23F83FE8-B4B8-4604-8E0C-3C4A2D948C11","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c06ccbbd1bab0363211b150d1511bf26961ca0d6","datavalue":{"value":{"entity-type":"item","numeric-id":835063,"id":"Q835063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$6C87D074-ADD0-4D0B-96C7-4923F5210294","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a0476d1af0ca27b1873c2d7be733e9c68f7d7194","datavalue":{"value":{"entity-type":"item","numeric-id":4671206,"id":"Q4671206"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$14E4FA01-F645-4C5D-A036-0E936F778E8A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3845946fe0c3961d08926c9f3bedc458a6c15ca9","datavalue":{"value":{"entity-type":"item","numeric-id":2709875,"id":"Q2709875"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$D0826156-78ED-4591-B370-C38085D1AC55","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f0331d863aa4b71bd6a83a3152326b72153313a8","datavalue":{"value":{"entity-type":"item","numeric-id":2774021,"id":"Q2774021"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$6155FCBE-0535-4A61-9A46-DDC2516B7DA7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b400195b2048d52e1f9d3fa8ac38c1f6607df13d","datavalue":{"value":{"entity-type":"item","numeric-id":3959913,"id":"Q3959913"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$D01ECBAC-B044-460B-820E-D7908E2384CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2c090e1096d70496781922841e75dd5cf06b92ea","datavalue":{"value":{"entity-type":"item","numeric-id":5649174,"id":"Q5649174"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$8F81B0D0-7D48-48DC-B814-535423534B61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3b8bda571572fb14be66fae5800f3c852ca58eb7","datavalue":{"value":{"entity-type":"item","numeric-id":5900872,"id":"Q5900872"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$D857CF9A-155C-42B9-A56B-A9037E9B5CDA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5fba4cbaf8626c697c3fdfac486e8430d0fcfe8d","datavalue":{"value":{"entity-type":"item","numeric-id":4226355,"id":"Q4226355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$CDBDBCDA-5265-4BA6-AFB7-A6E06E489EEC","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"b49101a228e1afa0b25c1ec6a7022e107b4fc9c5","datavalue":{"value":"10.1007/S00440-011-0405-0","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1950378$42521507-C3FD-438F-B876-710F437E01BC","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"3e4ddda27c7b76772b0a1708a44a37e8574d8b29","datavalue":{"value":{"entity-type":"item","numeric-id":3036360,"id":"Q3036360"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950378$1B5BC5B0-4FE3-4791-96CA-117695D0AD4D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5e69c2aebd72c9cbe20ad5e69ecc9fac9932fb2f","datavalue":{"value":{"entity-type":"item","numeric-id":1940229,"id":"Q1940229"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"73e3ccd11f6a87ce4b71f8862c9f9d71d2551708","datavalue":{"value":{"amount":"+0.7991454005241394","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1950378$8B8ED4B2-3574-43DA-BF7F-DC8986E9163F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"10c40070cfaa66f1550c4d59c85372b9c89a224f","datavalue":{"value":{"entity-type":"item","numeric-id":5395810,"id":"Q5395810"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"52f16ebc373a06a2a9908e8e9342fd9424b27523","datavalue":{"value":{"amount":"+0.7435525059700012","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1950378$EE291797-AA3C-44FF-8677-F718DD4F82AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"88c0fc1f5912a0021fad510cbb0f709b7f8560fb","datavalue":{"value":{"entity-type":"item","numeric-id":4607795,"id":"Q4607795"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5083635039b2fa44e7dedf843aa04cd840a066b7","datavalue":{"value":{"amount":"+0.7201290726661682","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1950378$166AEC13-57D3-4EC2-B9B1-DA2F13CFAB95","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cf4927d9ec0a55ec91b6d3f78ec5633b0da3fe38","datavalue":{"value":{"entity-type":"item","numeric-id":456284,"id":"Q456284"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cc38d3ad3dc25f81f7deda030bf1f9853989d20b","datavalue":{"value":{"amount":"+0.7133602499961853","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1950378$F516A48B-5B6B-46BA-AE24-DE0EF7DF273F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bfb6d9c54be314eabcde406a7a4cc8086bc2319e","datavalue":{"value":{"entity-type":"item","numeric-id":2258833,"id":"Q2258833"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bba12a521526573ccf588cd7f8a981753a98c845","datavalue":{"value":{"amount":"+0.7128443121910095","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1950378$2ACC364F-AA17-4545-8A40-AFCC3A979DD8","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1950378","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1950378"}}}}}