On polynomial filtration of some continuous semimartingales (Q1332887)
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scientific article; zbMATH DE number 633685
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On polynomial filtration of some continuous semimartingales |
scientific article; zbMATH DE number 633685 |
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On polynomial filtration of some continuous semimartingales (English)
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5 September 1994
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local time
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polynomial filtration
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continuous semimartingales
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Brownian motion with drift
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0.7625040411949158
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0.7437756657600403
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