Time-changed local martingales under signed measures (Q2031003)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-changed local martingales under signed measures |
scientific article |
Statements
Time-changed local martingales under signed measures (English)
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8 June 2021
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signed measure
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stochastic calculus
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Brownian motion
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local martingale
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time changes
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