Transformations of Markov Processes and Classification Scheme for Solvable Driftless Diffusions (Q5188204): Difference between revisions
From MaRDI portal
Changed label, description and/or aliases in en, and other parts |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0710.1596 / rank | |||
Normal rank | |||
Latest revision as of 23:37, 19 April 2024
scientific article; zbMATH DE number 5679755
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transformations of Markov Processes and Classification Scheme for Solvable Driftless Diffusions |
scientific article; zbMATH DE number 5679755 |
Statements
10 March 2010
0 references
driftless diffusions
0 references
Doob's \(h\)-transform
0 references
scale transformation
0 references
Liouville transformation
0 references
option pricing models
0 references
math.PR
0 references
math.FA
0 references
