On Martingale Measures for Stochastic Processes with Independent Increments (Q4510002)
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scientific article; zbMATH DE number 1519987
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| English | On Martingale Measures for Stochastic Processes with Independent Increments |
scientific article; zbMATH DE number 1519987 |
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On Martingale Measures for Stochastic Processes with Independent Increments (English)
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19 October 2000
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processes with independent increments
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equivalent local martingale measure
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minimal martingale measure
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Hellinger process
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0.9208649
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0.9120695
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