Brownian space-time functions of zero quadratic variation depend only on time (Q4243727)
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scientific article; zbMATH DE number 1289080
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| English | Brownian space-time functions of zero quadratic variation depend only on time |
scientific article; zbMATH DE number 1289080 |
Statements
Brownian space-time functions of zero quadratic variation depend only on time (English)
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19 May 1999
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Brownian motion
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quadratic variation
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time reversal
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Girsanov transformation
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0.7952489256858826
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0.7539184093475342
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0.7337229251861572
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