Integral representation of martingales motivated by the problem of endogenous completeness in financial economics (Q2434474)
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| English | Integral representation of martingales motivated by the problem of endogenous completeness in financial economics |
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Integral representation of martingales motivated by the problem of endogenous completeness in financial economics (English)
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6 February 2014
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integral representation
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martingales
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diffusion
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parabolic equations
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analytic semigroups
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real analytic functions
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Krylov-Itō formula
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dynamic completeness
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equilibrium
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0.92652273
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0.87953377
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0.87525004
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0.86939776
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