Stochastic exponentials and logarithms on stochastic intervals. A survey

DOI10.1016/j.jmaa.2018.11.040zbMath1478.60193arXiv1702.03573OpenAlexW2901012999WikidataQ128919466 ScholiaQ128919466MaRDI QIDQ2633837

Martin Larsson, Johannes Ruf

Publication date: 10 May 2019

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.03573

zbMATH Keywords

involutionstochastic exponentialstochastic intervalstochastic logarithm

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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