STATISTICAL CAUSALITY AND MARTINGALE REPRESENTATION PROPERTY WITH APPLICATION TO STOCHASTIC DIFFERENTIAL EQUATIONS (Q2922947)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STATISTICAL CAUSALITY AND MARTINGALE REPRESENTATION PROPERTY WITH APPLICATION TO STOCHASTIC DIFFERENTIAL EQUATIONS |
scientific article |
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STATISTICAL CAUSALITY AND MARTINGALE REPRESENTATION PROPERTY WITH APPLICATION TO STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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15 October 2014
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martingale representation property
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local martingales
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statistical causality
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filtrations
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stochastic differential equations
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semimartingales
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