On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance
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Publication:2485843
DOI10.1016/j.spa.2004.11.003zbMath1075.60040MaRDI QIDQ2485843
Publication date: 5 August 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2004.11.003
60G44: Martingales with continuous parameter
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