Minimal embeddings of integrable processes in a Brownian motion (Q5220262): Difference between revisions
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Property / cites work: Integrated quantile functions: properties and applications / rank | |||
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Property / cites work: Processes That Can Be Embedded in a Geometric Brownian Motion / rank | |||
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Property / cites work: On Embedding Right Continuous Martingales in Brownian Motion / rank | |||
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Revision as of 01:25, 22 July 2024
scientific article; zbMATH DE number 7179279
Language | Label | Description | Also known as |
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English | Minimal embeddings of integrable processes in a Brownian motion |
scientific article; zbMATH DE number 7179279 |
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Minimal embeddings of integrable processes in a Brownian motion (English)
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11 March 2020
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Brownian motion
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