On Martingale Measures for Stochastic Processes with Independent Increments (Q4510002): Difference between revisions
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Latest revision as of 16:09, 5 March 2024
scientific article; zbMATH DE number 1519987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Martingale Measures for Stochastic Processes with Independent Increments |
scientific article; zbMATH DE number 1519987 |
Statements
On Martingale Measures for Stochastic Processes with Independent Increments (English)
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19 October 2000
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processes with independent increments
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equivalent local martingale measure
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minimal martingale measure
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Hellinger process
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