Stochastic integral representations of the extrema of time-homogeneous diffusion processes (Q340115)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic integral representations of the extrema of time-homogeneous diffusion processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic integral representations of the extrema of time-homogeneous diffusion processes |
scientific article |
Statements
Stochastic integral representations of the extrema of time-homogeneous diffusion processes (English)
0 references
11 November 2016
0 references
time-homogeneous diffusion processes
0 references
stochastic integral representation
0 references
martingale representation
0 references
Itō formula
0 references
running extremum
0 references
0 references
0 references
0 references
0 references
