Some changes of probabilities related to a geometric Brownian motion version of Pitman's \(2M-X\) theorem (Q1298334)
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scientific article; zbMATH DE number 1325993
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| English | Some changes of probabilities related to a geometric Brownian motion version of Pitman's \(2M-X\) theorem |
scientific article; zbMATH DE number 1325993 |
Statements
Some changes of probabilities related to a geometric Brownian motion version of Pitman's \(2M-X\) theorem (English)
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22 August 1999
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diffusion process
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Markov intertwining kernel
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(strict) local martingale
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explosion
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0.8413332104682922
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0.8334631323814392
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