On Drifting Brownian Motion Made Periodic (Q5126595): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 18:54, 5 March 2024
scientific article; zbMATH DE number 7262369
Language | Label | Description | Also known as |
---|---|---|---|
English | On Drifting Brownian Motion Made Periodic |
scientific article; zbMATH DE number 7262369 |
Statements
On Drifting Brownian Motion Made Periodic (English)
0 references
20 October 2020
0 references
drifting Brownian motion
0 references
approximate bridge
0 references
circular measure
0 references
Girsanov formula
0 references