On Martingale Measures for Stochastic Processes with Independent Increments (Q4510002)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On Martingale Measures for Stochastic Processes with Independent Increments |
scientific article; zbMATH DE number 1519987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Martingale Measures for Stochastic Processes with Independent Increments |
scientific article; zbMATH DE number 1519987 |
Statements
On Martingale Measures for Stochastic Processes with Independent Increments (English)
0 references
19 October 2000
0 references
processes with independent increments
0 references
equivalent local martingale measure
0 references
minimal martingale measure
0 references
Hellinger process
0 references
