Integral representation of martingales motivated by the problem of endogenous completeness in financial economics (Q2434474): Difference between revisions

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Latest revision as of 07:42, 7 July 2024

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Integral representation of martingales motivated by the problem of endogenous completeness in financial economics
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    Integral representation of martingales motivated by the problem of endogenous completeness in financial economics (English)
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    6 February 2014
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    integral representation
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    martingales
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    diffusion
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    parabolic equations
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    analytic semigroups
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    real analytic functions
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    Krylov-Itō formula
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    dynamic completeness
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    equilibrium
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