Conic martingales from stochastic integrals (Q4642730): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
(5 intermediate revisions by 4 users not shown) | |||
Property / author | |||
Property / author: Monique Jeanblanc-Picqué / rank | |||
Property / author | |||
Property / author: Monique Jeanblanc-Picqué / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2311687764 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1603.07488 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 20:26, 19 April 2024
scientific article; zbMATH DE number 6873733
Language | Label | Description | Also known as |
---|---|---|---|
English | Conic martingales from stochastic integrals |
scientific article; zbMATH DE number 6873733 |
Statements
Conic martingales from stochastic integrals (English)
0 references
25 May 2018
0 references
bounded martingale
0 references
diffusion process
0 references
stochastic differential equation
0 references
stochastic survival probability
0 references