On a certain class of two-sided continuous local semimartingales: Toward a sample-wise characterization of the Nelson process (Q3948404)
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scientific article; zbMATH DE number 3766803
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| English | On a certain class of two-sided continuous local semimartingales: Toward a sample-wise characterization of the Nelson process |
scientific article; zbMATH DE number 3766803 |
Statements
On a certain class of two-sided continuous local semimartingales: Toward a sample-wise characterization of the Nelson process (English)
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1982
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Nelson process
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continuous local semimartingales
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stochastic calculus of variations
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