Hiding a constant drift (Q537135)

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Hiding a constant drift
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    Statements

    title
    Hiding a constant drift (English)
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    author
    Vilmos Prokaj
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    Miklós Rásonyi
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    Walter Schachermayer
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    publication date
    19 May 2011
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    zbMATH Keywords
    Brownian motion with drift
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    stochastic integral
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    enlargement of filtration
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    Identifiers

    DOI
    10.1214/10-AIHP363
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    Mathematics Subject Classification ID
    60H05
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    60G44
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    60J65
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    60G05
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    60H10
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    zbMATH DE Number
    5897747
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