Hiding a constant drift (Q537135)
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scientific article; zbMATH DE number 5897747
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hiding a constant drift |
scientific article; zbMATH DE number 5897747 |
Statements
Hiding a constant drift (English)
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19 May 2011
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Brownian motion with drift
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stochastic integral
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enlargement of filtration
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0.9477434158325196
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0.863170862197876
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