A supermartingale characterization of a set of stochastic integrals (Q4734571)
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scientific article; zbMATH DE number 4121144
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A supermartingale characterization of a set of stochastic integrals |
scientific article; zbMATH DE number 4121144 |
Statements
A supermartingale characterization of a set of stochastic integrals (English)
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1989
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characterisation of semimartingale
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diffusion processes
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0.8652610182762146
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0.762277364730835
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