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scientific article; zbMATH DE number 2199827
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scientific article; zbMATH DE number 2199827

    Statements

    author
    Fima C. Klebaner
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    publication date
    26 August 2005
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    zbMATH Keywords
    Brownian motion
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    Itô integral
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    martingales
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    jump processes
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    semimartingales
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    change of probability measure
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    option pricing
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    stochastic population dynamics
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    random oscillators
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    Identifiers

    Mathematics Subject Classification ID
    60-02
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    60H05
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    60H10
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    60J60
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    60J65
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    60J70
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    zbMATH DE Number
    2199827
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