scientific article; zbMATH DE number 3768714

MaRDI QIDQ3949754zbMATH OpenFDO

Authors Dimitar I. Khadzhiev, Alexander Melnikov

Publication date 1981

zbMATH Keywords

change of probability measure

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Cited in

(1)

• Optimization of small deviation for mixed fractional Brownian motion with trend

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3949754)