Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance (Q2377337)
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scientific article; zbMATH DE number 6182626
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| English | Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance |
scientific article; zbMATH DE number 6182626 |
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Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance (English)
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28 June 2013
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continuous convolution semigroups of probability measures
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affine group
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Lévy processes
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Brownian motion
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0.8355806469917297
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0.8012790679931641
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0.7926806807518005
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0.7897008657455444
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