Time-changed local martingales under signed measures (Q2031003)
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scientific article; zbMATH DE number 7356407
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| English | Time-changed local martingales under signed measures |
scientific article; zbMATH DE number 7356407 |
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Time-changed local martingales under signed measures (English)
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8 June 2021
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signed measure
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stochastic calculus
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Brownian motion
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local martingale
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time changes
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0.8358961939811707
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0.7715693712234497
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0.7683060765266418
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