Some changes of probabilities related to a geometric Brownian motion version of Pitman's \(2M-X\) theorem (Q1298334)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some changes of probabilities related to a geometric Brownian motion version of Pitman's \(2M-X\) theorem |
scientific article |
Statements
Some changes of probabilities related to a geometric Brownian motion version of Pitman's \(2M-X\) theorem (English)
0 references
22 August 1999
0 references
diffusion process
0 references
Markov intertwining kernel
0 references
(strict) local martingale
0 references
explosion
0 references
