Reversing gaussian semimartingales without gauss<sup>†</sup> (Q4720484)
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scientific article; zbMATH DE number 3992556
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| English | Reversing gaussian semimartingales without gauss<sup>†</sup> |
scientific article; zbMATH DE number 3992556 |
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Reversing gaussian semimartingales without gauss<sup>†</sup> (English)
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1987
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backward Wiener process
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change variable formula
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Girsanov's theorem
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semimartingale
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0.7600221633911133
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0.7423509359359741
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