Martingale property of generalized stochastic exponentials (Q2906154)
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scientific article; zbMATH DE number 6073423
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| English | Martingale property of generalized stochastic exponentials |
scientific article; zbMATH DE number 6073423 |
Statements
Martingale Property of Generalized Stochastic Exponentials (English)
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29 August 2012
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generalized stochastic exponentials
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local martingales
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true martingales
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one-dimensional diffusions
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0.7684240341186523
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0.7643350958824158
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0.7518162727355957
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