Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance (Q2377337)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance |
scientific article |
Statements
Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance (English)
0 references
28 June 2013
0 references
continuous convolution semigroups of probability measures
0 references
affine group
0 references
Lévy processes
0 references
Brownian motion
0 references
