Conic martingales from stochastic integrals (Q4642730)
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scientific article; zbMATH DE number 6873733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conic martingales from stochastic integrals |
scientific article; zbMATH DE number 6873733 |
Statements
Conic martingales from stochastic integrals (English)
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25 May 2018
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bounded martingale
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diffusion process
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stochastic differential equation
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stochastic survival probability
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