On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion (Q6112454)

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scientific article; zbMATH DE number 7723264
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On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion
scientific article; zbMATH DE number 7723264

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    On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion (English)
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    7 August 2023
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    Gaussian martingale
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    quasimartingale
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    semimartingale
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    entropy
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    equivalent measure
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    Markov process
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