Minimal embeddings of integrable processes in a Brownian motion (Q5220262): Difference between revisions

@@ Property / author @@
-Mikhail A. Urusov
@@ Property / author: Mikhail A. Urusov / rank @@
-Normal rank
@@ Property / author @@
+Mikhail A. Urusov
@@ Property / author: Mikhail A. Urusov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Skorokhod embeddings, minimality and non-centred target distributions
+Normal rank
@@ Property / cites work @@
+Integrated quantile functions: properties and applications
+Normal rank
@@ Property / cites work @@
+Processes That Can Be Embedded in a Geometric Brownian Motion
+Normal rank
@@ Property / cites work @@
+On Embedding Right Continuous Martingales in Brownian Motion
+Normal rank
@@ Property / cites work @@
+Probability-2
@@ Property / cites work: Probability-2 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1070/rm9908
@@ Property / full work available at URL: https://doi.org/10.1070/rm9908 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2982619431
@@ Property / OpenAlex ID: W2982619431 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5220262