Analysis of continuous strict local martingales via \(h\)-transforms (Q983170): Difference between revisions
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Revision as of 18:16, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of continuous strict local martingales via \(h\)-transforms |
scientific article |
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Analysis of continuous strict local martingales via \(h\)-transforms (English)
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3 August 2010
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local martingale
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strict local martingale
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inverse Bessel process
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financial bubble
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