Martingale Property of Generalized Stochastic Exponentials (Q2906154): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q930668 |
Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Mikhail A. Urusov / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3015829786 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1010.0969 / rank | |||
Normal rank | |||
Latest revision as of 09:44, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale Property of Generalized Stochastic Exponentials |
scientific article |
Statements
Martingale Property of Generalized Stochastic Exponentials (English)
0 references
29 August 2012
0 references
generalized stochastic exponentials
0 references
local martingales
0 references
true martingales
0 references
one-dimensional diffusions
0 references
