Reflected Brownian motion in a cone: Semimartingale property (Q1346971)
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scientific article; zbMATH DE number 739111
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| English | Reflected Brownian motion in a cone: Semimartingale property |
scientific article; zbMATH DE number 739111 |
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Reflected Brownian motion in a cone: Semimartingale property (English)
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30 May 1995
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reflected Brownian motion
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semimartingale
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0.8944565653800964
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0.8755556344985962
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0.8493506908416748
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