On the Markov property of some Brownian martingales
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Publication:449234
DOI10.1016/j.spa.2012.06.004zbMath1262.60039OpenAlexW2070019108WikidataQ57712749 ScholiaQ57712749MaRDI QIDQ449234
Fima C. Klebaner, Kais Hamza, Jie Yen Fan
Publication date: 12 September 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2012.06.004
Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Self-similar stochastic processes (60G18)
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