Transformations of Markov Processes and Classification Scheme for Solvable Driftless Diffusions (Q5188204): Difference between revisions
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Revision as of 10:37, 19 April 2024
scientific article; zbMATH DE number 5679755
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English | Transformations of Markov Processes and Classification Scheme for Solvable Driftless Diffusions |
scientific article; zbMATH DE number 5679755 |
Statements
10 March 2010
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driftless diffusions
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Doob's \(h\)-transform
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scale transformation
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Liouville transformation
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option pricing models
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math.PR
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math.FA
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