On the Markov property of some Brownian martingales
From MaRDI portal
Publication:449234
DOI10.1016/j.spa.2012.06.004zbMath1262.60039WikidataQ57712749 ScholiaQ57712749MaRDI QIDQ449234
Fima C. Klebaner, Kais Hamza, Jie Yen Fan
Publication date: 12 September 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2012.06.004
60J25: Continuous-time Markov processes on general state spaces
60G44: Martingales with continuous parameter
60G18: Self-similar stochastic processes
Related Items
Cites Work