Conic martingales from stochastic integrals (Q4642730): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1265772 |
||
| Property / author | |||
| Property / author: Monique Jeanblanc-Picqué / rank | |||
Revision as of 22:54, 22 February 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
